Multiple target tracking with symmetric measurement equations using unscented Kalman and particle filters

Abstract

The symmetric measurement equation approach to multiple target tracking is revisited using unscented Kalman and particle filters. The characteristics and performance of these filters are compared to the original symmetric measurement equation implementation relying upon an extended Kalman filter. Counter-intuitive results are presented and explained for two sets of symmetric measurement equations, including a previously unknown limitation of the unscented Kalman filter. The point is made that the performance of the SME approach is dependent on the interaction of the set of SME equations and the filter used.