Particle filter track-before-detect application using inequality constraints

We describe some special aspects of a particle filter multi-target track before detect (TBD) application. TBD for radar, even in a single target setting is a hard nonlinear non-Gaussian tracking problem. Here we concentrate on a multi target TBD application, where the objects of interest might be closely spaced. We focus on a typical setting, in which a bard inequality constraint on the target speed naturally arises. It is shown that the proper use of these constraints greatly improves the detection and tracking performance of the system.