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Fixed-Lag Smoothing for Bayes Optimal Knowledge Exploitation in Target Tracking
In this work, we are interested in the improvements attainable when multiscan processing of external knowledge is performed over a moving time window. We propose a novel algorithm that enforces the state constraints by using a Fixed-Lag Smoothing procedure within the prediction step of the Bayesian...
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Published in: | IEEE transactions on signal processing 2014-06, Vol.62 (12), p.3143-3152 |
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container_end_page | 3152 |
container_issue | 12 |
container_start_page | 3143 |
container_title | IEEE transactions on signal processing |
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creator | Papi, Francesco Bocquel, Melanie Podt, Martin Boers, Yvo |
description | In this work, we are interested in the improvements attainable when multiscan processing of external knowledge is performed over a moving time window. We propose a novel algorithm that enforces the state constraints by using a Fixed-Lag Smoothing procedure within the prediction step of the Bayesian recursion. For proving the improvements, we utilize differential entropy as a measure of uncertainty and show that the approach guarantees a lower or equal posterior differential entropy than classical single-step constrained filtering. Simulation results using examples for single-target tracking are presented to verify that a Sequential Monte Carlo implementation of the proposed algorithm guarantees an improved tracking accuracy. |
doi_str_mv | 10.1109/TSP.2014.2321731 |
format | article |
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subjects | Applied sciences Approximation methods Bayes methods constrained filtering Detection, estimation, filtering, equalization, prediction differential entropy Entropy Exact sciences and technology External knowledge fixed-lag smoothing Information, signal and communications theory Radar tracking sequential Monte Carlo Signal and communications theory Signal, noise Smoothing methods Target tracking Telecommunications and information theory Uncertainty |
title | Fixed-Lag Smoothing for Bayes Optimal Knowledge Exploitation in Target Tracking |
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