Bayesian filtering with random finite set observations

This paper presents a novel and mathematically rigorous Bayes' recursion for tracking a target that generates multiple measurements with state dependent sensor field of view and clutter. Our Bayesian formulation is mathematically well-founded due to your use of a consistent likelihood function derived from random finite set theory. It is established that under certain assumptions, the proposed Bayes' recursion reduces to the cardinalized probability hypothesis density (CPHD) recursion for a single target. A particle implementation of the proposed recursion is given. Under linear Gaussian and constant sensor field of view assumptionsm exact closed-form solution to the proposed recursion is derive, and efficient implementations are given. Extensions of the prosed-form recursion to accommodate mild nonlinearities are also given using linearization and unscented transforms.