Efficient Implementations of Extended Object PMBM Filters with Blocked Gibbs Sampling

Fuente: arXiv
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Autores principales: Xia, Yuxuan, García-Fernández, Ángel F., Svensson, Lennart
Formato: Preprint
Publicado: 2026
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author Xia, Yuxuan
García-Fernández, Ángel F.
Svensson, Lennart
author_facet Xia, Yuxuan
García-Fernández, Ángel F.
Svensson, Lennart
contents This paper considers multiple extended object tracking based on Poisson multi-Bernoulli mixture (PMBM) filtering, which gives the closed-form Bayesian solution for standard multiple extended object models with Poisson birth. To efficiently address the challenging extended object data association problem in PMBM filtering, we develop implementations of the extended object PMBM filter using blocked Gibbs sampling. By formulating the PMBM density on an augmented state space with auxiliary variables and leveraging the Poisson object measurement model, we first derive a joint posterior over potential objects, previous global hypotheses, and current measurement association variables, together with its corresponding factorization. This factorized representation leads to blocked Gibbs samplers that efficiently generate high-weight global hypotheses and thereby provide an efficient implementation of the PMBM update step. We further introduce a collapsed Gibbs sampling variant, in which the Bernoulli object existence variables are marginalized out, yielding higher sampling efficiency, especially for the initiation of newly detected objects. The proposed methods, implemented under the gamma Gaussian inverse-Wishart model, are compared with an extended object Poisson multi-Bernoulli filter based on particle belief propagation. Simulation results demonstrate that the proposed approaches achieve comparable tracking performance while requiring substantially less runtime.
format Preprint
id arxiv_https___arxiv_org_abs_2604_24010
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Efficient Implementations of Extended Object PMBM Filters with Blocked Gibbs Sampling
Xia, Yuxuan
García-Fernández, Ángel F.
Svensson, Lennart
Methodology
Signal Processing
This paper considers multiple extended object tracking based on Poisson multi-Bernoulli mixture (PMBM) filtering, which gives the closed-form Bayesian solution for standard multiple extended object models with Poisson birth. To efficiently address the challenging extended object data association problem in PMBM filtering, we develop implementations of the extended object PMBM filter using blocked Gibbs sampling. By formulating the PMBM density on an augmented state space with auxiliary variables and leveraging the Poisson object measurement model, we first derive a joint posterior over potential objects, previous global hypotheses, and current measurement association variables, together with its corresponding factorization. This factorized representation leads to blocked Gibbs samplers that efficiently generate high-weight global hypotheses and thereby provide an efficient implementation of the PMBM update step. We further introduce a collapsed Gibbs sampling variant, in which the Bernoulli object existence variables are marginalized out, yielding higher sampling efficiency, especially for the initiation of newly detected objects. The proposed methods, implemented under the gamma Gaussian inverse-Wishart model, are compared with an extended object Poisson multi-Bernoulli filter based on particle belief propagation. Simulation results demonstrate that the proposed approaches achieve comparable tracking performance while requiring substantially less runtime.
title Efficient Implementations of Extended Object PMBM Filters with Blocked Gibbs Sampling
topic Methodology
Signal Processing
url https://arxiv.org/abs/2604.24010