Multi-Hypothesis Marginal Multi-Target Bayes Filter for a Heavy-Tailed Observation Noise

A multi-hypothesis marginal multi-target Bayes filter for heavy-tailed observation noise is proposed to track multiple targets in the presence of clutter, missed detection, and target appearing and disappearing. The proposed filter propagates the existence probabilities and probability density functions (PDFs) of targets in the filter recursion. It uses the Student's t distribution to model the heavy-tailed non-Gaussian observation noise, and employs the variational Bayes technique to acquire the approximate distributions of individual targets. K-best hypotheses, obtained by minimizing the negative log-generalized-likelihood ratio, are used to establish the existence probabilities and PDFs of targets in the filter recursion. Experimental results indicate that the proposed filter achieves better tracking performance than other filters.