Gaussian Mixture Reduction for Bayesian Target Tracking in Clutter
David J. Petrucci
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Gaussian Mixture Reduction for Bayesian Target Tracking in Clutter

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The Bayesian solution for tracking a target in clutter results naturally in a target state Gaussian mixture probability density function (pdf) which is a sum of weighted Gaussian pdfs, or mixture components. As new tracking measurements are received, the number of mixture components increases without bound, and eventually a reduced-component approximation of the original Gaussian mixture pdf is necessary to evaluate the target state pdf efficiently while maintaining good tracking performance. Many approximation methods exist, but these methods are either ad hoc or use rather crude approximatio...