Abstract:

A marginalized particle filtering (MPF) approach is proposed for target tracking under the background of passive measurement. Essentially, the MPF is a combination of particle filtering technique and Kalman filter. By making full use of marginalization, the distributions of the tractable linear part of the total state variables are updated analytically using Kalman filter, and only the lower-dimensional nonlinear state variable needs to be dealt with using particle filter. Simulation studies are performed on an illustrative example, and the results show that the MPF method leads to a significant reduction of the tracking errors when compared with the direct particle implementation. Real data test results also validate the effectiveness of the presented method.