Unscented Kalman Filters for Multiple Target Tracking With Symmetric Measurement Equations

The symmetric measurement equation approach to multiple target tracking is revisited using the unscented Kalman filter. The performance of this filter is compared to the original symmetric measurement equation implementation using an extended Kalman filter. Counterintuitive results are presented and explained for two sets of symmetric measurement equations. We find that the performance of the SME approach is dependent on the interaction of the SME equations and filter used. Furthermore, an SME/unscented Kalman filter pairing is shown to have improved performance versus previous approaches while possessing simpler implementation and equivalent computational complexity.

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