Expected likelihood for tracking in clutter with particle filters

The standard approach to tracking a single target in clutter, using the Kalman filter or extended Kalman filter, is to gate the measurements using the predicted measurement covariance and then to update the predicted state using probabilistic data association. When tracking with a particle filter, an analog to the predicted measurement covariance is not directly available and could only be constructed as an approximation to the current particle cloud. A common alternative is to use a form of soft gating, based upon a Student's-t likelihood, that is motivated by the concept of score functions in classical statistical hypothesis testing. In this paper, we combine the score function and probabilistic data association approaches to develop a new method for tracking in clutter using a particle filter. This is done by deriving an expected likelihood from known measurement and clutter statistics. The performance of this new approach is assessed on a series of bearings-only tracking scenarios with uncertain sensor location and non-Gaussian clutter.