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Integrated probabilistic data association. (English) Zbl 0811.93057
Summary: The authors present an integrated probabilistic data association algorithm which provides recursive formulas for both data association and track quality (probability of track existence), allowing track initiation and track termination to be fully integrated into the association and smoothing algorithm. Integrated probabilistic data association is of similar computational complexity to probabilistic data association and as demonstrated by simulation, achieves comparable performance to the more computationally expansive interactive multiple model probabilistic data association algorithm which also integrates initiation and tracking.

MSC:
93E10Estimation and detection in stochastic control
93B40Computational methods in systems theory