UKF_MCDA_UPDATE UKF Monte Carlo Data Association Update
Syntax:
[S,C] = UKF_MCDA_UPDATE(S,Y,h,R,TP,CP,CD,param)
Author:
Simo Särkkä, 2003
In:
S - 1xN cell array of particle structures
Y - Measurement as Dx1 matrix
h - Measurement model function as a inline function,
function handle or name of function in
form h(x,p).
R - Measurement noise covariance.
TP - Tx1 vector of prior probabilities for measurements
hitting each of the targets. (optional, default uniform)
CP - Prior probability of a measurement being due
to clutter. (optional, default zero)
CD - Probability density of clutter measurements,
which could be for example 1/V, where V is
the volume of clutter measurement space. (optional, default 0.01)
param - Parameters of h.
Out:
S - Updated particle structures
C - 1xN vector of contact indices 0...T, where 0 means clutter
Description:
Perform update step for a Monte Carlo Data Association
filter which uses Unscented Kalman Filter as estimator
for the subproblem, where associations are known. Filter
can be used for tracking multiple objects and modeling
of clutter measurements.
The model is
{ c_d, if clutter
y ~ { N(y | h(x{i}), R) , if measurement from target i
Resampling is NOT performed.
See also:
UKF_MCDA_PREDICT, EKF_MCDA_UPDATE, EFF_WEIGHTS,
RESAMPLE, UKF_UPDATE, KF_UPDATE