Tractable Approximation of Labeled Multi-Object Posterior Densities
Fuente:
arXiv
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866911171745939456 |
|---|---|
| author | Nguyen, Thi Hong Thai Vo, Ba-Ngu Vo, Ba-Tuong |
| author_facet | Nguyen, Thi Hong Thai Vo, Ba-Ngu Vo, Ba-Tuong |
| contents | Multi-object estimation in state-space models (SSMs) wherein the system state is represented as a finite set has attracted significant interest in recent years. In Bayesian inference, the posterior density captures all information on the system trajectory since it considers the past history of states. In most multi-object SSM applications, closed-form multi-object posteriors are not available for non-standard multi-object models. Thus, functional approximation is necessary because these posteriors are very high-dimensional. This work provides a tractable multi-scan Generalized Labeled Multi-Bernoulli (GLMB) approximation that matches the trajectory cardinality distribution of the labeled multi-object posterior density. The proposed approximation is also proven to minimize the Kullback-Leibler divergence over a special class of multi-scan GLMB model. Additionally, we develop a tractable algorithm for computing the approximate multi-object posteriors over finite windows. Numerical experiments, including simulation results on a multi-object SSM with social force model and uninformative observations, are presented to validate the applicability of the approximation method. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2509_18780 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Tractable Approximation of Labeled Multi-Object Posterior Densities Nguyen, Thi Hong Thai Vo, Ba-Ngu Vo, Ba-Tuong Methodology Signal Processing Multi-object estimation in state-space models (SSMs) wherein the system state is represented as a finite set has attracted significant interest in recent years. In Bayesian inference, the posterior density captures all information on the system trajectory since it considers the past history of states. In most multi-object SSM applications, closed-form multi-object posteriors are not available for non-standard multi-object models. Thus, functional approximation is necessary because these posteriors are very high-dimensional. This work provides a tractable multi-scan Generalized Labeled Multi-Bernoulli (GLMB) approximation that matches the trajectory cardinality distribution of the labeled multi-object posterior density. The proposed approximation is also proven to minimize the Kullback-Leibler divergence over a special class of multi-scan GLMB model. Additionally, we develop a tractable algorithm for computing the approximate multi-object posteriors over finite windows. Numerical experiments, including simulation results on a multi-object SSM with social force model and uninformative observations, are presented to validate the applicability of the approximation method. |
| title | Tractable Approximation of Labeled Multi-Object Posterior Densities |
| topic | Methodology Signal Processing |
| url | https://arxiv.org/abs/2509.18780 |