Multi-object filtering with second-order moment statistics

The focus of this work lies on multi-object estimation techniques, in particular the Probability Hypothesis Density (PHD) filter and its variations. The PHD filter is a recursive, closed-form estimation technique which tracks a population of objects as a group, hence avoiding the combinatorics of data association and therefore yielding a powerful alternative to methods like Multi-Hypothesis Tracking (MHT). Its relatively low computational complexity stems from strong modelling assumptions which have been relaxed in the Cardinalized PHD (CPHD) filter to gain more flexibility, but at a much higher computational cost. We are concerned with the development of two suitable alternatives which give a compromise between the simplicity and elegance of the PHD filter and the versatility of the CPHD filter. The first alternative generalises the clutter model of the PHD filter, leading to more accurate estimation results in the presence of highly variable numbers of false alarms; the second alternative provides a closed-form recursion of a second-order PHD filter that propagates variance information along with the target intensity, thus providing more information than the PHD filter while keeping a much lower computational complexity than the CPHD filter. The discussed filters are applied on simulated data, furthermore their practicality is demonstrated on live-cell super-resolution microscopy images to provide powerful techniques for molecule and cell tracking, stage drift estimation and estimation of background noise.