Gaussian Sum PHD Filtering Algorithm for Nonlinear Non-Gaussian Models

AbstractA new multi-target filtering algorithm, termed as the Gaussian sum probability hypothesis density (GSPHD) filter, is proposed for nonlinear non-Gaussian tracking models. Provided that the initial prior intensity of the states is Gaussian or can be identified as a Gaus-sian sum, the analytical results of the algorithm show that the posterior intensity at any subsequent time step remains a Gaussian sum under the assumption that the state noise, the measurement noise, target spawn intensity, new target birth intensity, target survival prob-ability, and detection probability are all Gaussian sums. The analysis also shows that the existing Gaussian mixture probability hypothe-sis density (GMPHD) filter, which is unsuitable for handling the non-Gaussian noise cases, is no more than a special case of the pro-posed algorithm, which fills the shortage of incapability of treating non-Gaussian noise. The multi-target tracking simulation results verify the effectiveness of the proposed GSPHD