The Integrated Probabilistic Data Association Filter Adapted to Lie Groups

The integrated probabilistic data association filter (IPDAF) is a target tracking algorithm based on the probabilistic data association filter that calculates a statistical measure that indicates if an estimated representation of the target properly represents the target or is generated from non-target-originated measurements. The main contribution of this article is to adapt the IPDAF to constant velocity target models that evolve on connected, unimodular Lie groups, and where the measurements are also defined on a Lie group. We present an example where the methods developed in the article are applied to the problem of tracking a ground vehicle on the special Euclidean group SE(2).