arXiv subjects

Hung Gia Hoang

Publications and source records attributed to Hung Gia Hoang.

4 recordsLinked to original sources

arXiv2017

An Efficient Implementation of the Generalized Labeled Multi-Bernoulli Filter

This paper proposes an efficient implementation of the generalized labeled multi-Bernoulli (GLMB) filter by combining the prediction and update into a single step. In contrast to an earlier implementation that involves separate truncations in the prediction and update steps, the proposed implementation requires only one truncation procedure for each iteration. Furthermore, we propose an efficient algorithm for truncating the GLMB filtering density based on Gibbs sampling. The resulting implementation has a linear complexity in the number of measurements and quadratic in the number of hypothesized objects.

stat.CO↗

arXiv2015

The Cauchy-Schwarz divergence for Poisson point processes

In this paper, we extend the notion of Cauchy-Schwarz divergence to point processes and establish that the Cauchy-Schwarz divergence between the probability densities of two Poisson point processes is half the squared $\mathbf{L^{2}}$-distance between their intensity functions. Extension of this result to mixtures of Poisson point processes and, in the case where the intensity functions are Gaussian mixtures, closed form expressions for the Cauchy-Schwarz divergence are presented. Our result also implies that the Bhattachryaa distance between the probability distributions of two Poisson point processes is equal to the square of the Hellinger distance between their intensity measures. We illustrate the result via a sensor management application where the system states are modeled as point processes.

cs.IT↗

arXiv2015

A Generalized Labeled Multi-Bernoulli Filter Implementation using Gibbs Sampling

This paper proposes an efficient implementation of the generalized labeled multi-Bernoulli (GLMB) filter by combining the prediction and update into a single step. In contrast to the original approach which involves separate truncations in the prediction and update steps, the proposed implementation requires only one single truncation for each iteration, which can be performed using a standard ranked optimal assignment algorithm. Furthermore, we propose a new truncation technique based on Markov Chain Monte Carlo methods such as Gibbs sampling, which drastically reduces the complexity of the filter. The superior performance of the proposed approach is demonstrated through extensive numerical studies.

stat.CO↗

arXiv2014

Sensor management for multi-target tracking via Multi-Bernoulli filtering

In multi-object stochastic systems, the issue of sensor management is a theoretically and computationally challenging problem. In this paper, we present a novel random finite set (RFS) approach to the multi-target sensor management problem within the partially observed Markov decision process (POMDP) framework. The multi-target state is modelled as a multi-Bernoulli RFS, and the multi-Bernoulli filter is used in conjunction with two different control objectives: maximizing the expected Rényi divergence between the predicted and updated densities, and minimizing the expected posterior cardinality variance. Numerical studies are presented in two scenarios where a mobile sensor tracks five moving targets with different levels of observability.

eess.SY↗