概率假设密度滤波 matlab,高斯混合概率假设密度滤波器

Gaussian Mixture Probability Hypothesis Density Filter (GM-PHD)

This is an implementation of the Gaussian mixture probability hypothesis density filter (GM-PHD) described in:

B.-N. Vo, W.-K. Ma, "The Gaussian Mixture Probability Hypothesis Density Filter", IEEE Transactions on Signal Processing, Vol 54, No. 11, November 2006, pp4091-4104.

The submission includes a Matlab implementation of the GM-PHD filter algorithm described by Vo & Ma as well as one of the simulated problems described in their paper. A few modifications were made from Vo & Ma's algorithm but they are for technical reasons and don't change the overall structure of the filter.

The GM-PHD filter is a means of estimating the number and positions of targets in measurement data. Its advantages include a representation of target position uncertainty (using a covariance matrix) as well as target existence uncertainty (using a weight) and the absence of data association in the update step. This implementation is quite heavily commented and will probably be helpful to people trying to learn about GM-PHD filtering, but the paper by Vo & Ma is essential to understand what is really going on.

The simulator creates noisy measurements of two moving targets in a cluttered environment, with a third target being created approximately halfway through the simulation. It's a fairly simple problem but it is effective in demonstrating filter performance.

Read the README.txt, or just start with GM_PHD_Filter.m and work from there.