Posterior Cramer-Rao bounds for multi-target tracking

Author

Hue, C. ; Le Cadre, J.-P. ; Pérez, P.

Author_Institution

Centre de Reserches de Toulouse, INRA, Tolosan, France

Volume

42

Issue

1

fYear

2006

Firstpage

37

Lastpage

49

Abstract

This study is concerned with multi-target tracking (MTT). The Cramer-Rao lower bound (CRB) is the basic tool for investigating estimation performance. Though basically defined for estimation of deterministic parameters, it has been extended to stochastic ones in a Bayesian setting. In the target tracking area, we have thus to deal with the estimation of the whole trajectory, itself described by a Markovian model. This leads up to the recursive formulation of the posterior CRB (PCRB). The aim of the work presented here is to extend this calculation of the PCRB to MTT under various assumptions.

Keywords

Bayes methods; Markov processes; parameter estimation; signal processing; target tracking; Markovian model; deterministic parameter estimation; multitarget tracking; posterior Cramer-Rao bounds; Bayesian methods; Information filtering; Information filters; Parameter estimation; Particle tracking; Performance analysis; Personal digital assistants; State estimation; Stochastic processes; Target tracking;

fLanguage

English

Journal_Title

Aerospace and Electronic Systems, IEEE Transactions on

Publisher

ieee

ISSN

0018-9251

Type

jour

DOI

10.1109/TAES.2006.1603404

Filename

1603404