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Linear Complexity Gibbs Sampling for Generalized Labeled Multi-Bernoulli Filtering

Citation Author(s):
Submitted by:
Changbeom Shim
Last updated:
16 April 2024 - 4:49pm
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Changbeom Shim
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Generalized Labeled Multi-Bernoulli (GLMB) densities arise in a host of multi-object system applications analogous to Gaussians in single-object filtering. However, computing the GLMB filtering density requires solving NP-hard problems. To alleviate this computational bottleneck, we develop a linear complexity Gibbs sampling framework for GLMB density computation. Specifically, we propose a tempered Gibbs sampler that exploits the structure of the GLMB filtering density to achieve an O(T(P+M)) complexity, where T is the number of iterations of the algorithm, P and M are the number of hypothesized objects and measurements. This innovation enables the GLMB filter implementation to be reduced from an O(TP^2M) complexity to O(T(P+M+logT)+PM). Moreover, the proposed framework provides the flexibility for trade-offs between tracking performance and computational load. Convergence of the proposed Gibbs sampler is established, and numerical studies are presented to validate the proposed GLMB filter implementation.

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