Probabilistic Data Association-Feedback Particle Filter for Multiple Target Tracking Applications

Abstract: This paper is concerned with the problem of tracking single or multiple targets with multiple non-target specific observations (measurements). For such filtering problems with data association uncertainty, a novel feedback control-based particle filter algorithm is introduced. The algorithm is referred to as the probabilistic data association-feedback particle filter (PDA-FPF). The proposed filter is shown to represent a generalization to the nonlinear non-Gaussian case of the classical Kalman filter-based probabilistic data association filter (PDAF). One remarkable conclusion is that the proposed PDA-FPF algorithm retains the innovation error-based feedback structure of the classical PDAF algorithm, even in the nonlinear non-Gaussian case. The theoretical results are illustrated with the aid of numerical examples motivated by multiple target tracking applications.