Particle Probability Hypothesis Density Filter Based on Pairwise Markov Chains

Most multi-target tracking filters assume that one target and its observation follow a Hidden Markov Chain (HMC) model, but the implicit independence assumption of the HMC model is invalid in many practical applications, and a Pairwise Markov Chain (PMC) model is more universally suitable than the traditional HMC model. A set of weighted particles is used to approximate the probability hypothesis density of multi-targets in the framework of the PMC model, and a particle probability hypothesis density filter based on the PMC model (PF-PMC-PHD) is proposed for the nonlinear multi-target tracking system. Simulation results show the effectiveness of the PF-PMC-PHD filter and that the tracking performance of the PF-PMC-PHD filter is superior to the particle PHD filter based on the HMC model in a scenario where we kept the local physical properties of nonlinear and Gaussian HMC models while relaxing their independence assumption.