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6 Data-driven state prediction and target tracking

Exploiting the benefits of conventional and machine-learned approaches for state estimation
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The Future of Information Fusion
This chapter is in the book The Future of Information Fusion

Abstract

In Bayesian filtering, the time-varying state of a target is estimated using recursive prediction-update cycles, given a stream of measurements that are received through a sensor. Each of these steps involves certain modelling assumptions that need to reflect the physical properties of the target and the sensing system. Most importantly, the target is assumed to evolve according to a specific dynamical model that might describe changes (or the lack thereof) in position, heading, temperature, or other properties of interest. Each modelling choice can imply very specific restrictions on the physics of the target. A grave model mismatch might lead to high estimation errors or even track loss. In this chapter, neural networks are used for the state prediction, hence yielding an alternative paradigm to standard analytical modelling. It is further discussed which use cases exist for both analytic and data-driven modelling and how neural networks can be successfully included in the Bayes recursion.

Abstract

In Bayesian filtering, the time-varying state of a target is estimated using recursive prediction-update cycles, given a stream of measurements that are received through a sensor. Each of these steps involves certain modelling assumptions that need to reflect the physical properties of the target and the sensing system. Most importantly, the target is assumed to evolve according to a specific dynamical model that might describe changes (or the lack thereof) in position, heading, temperature, or other properties of interest. Each modelling choice can imply very specific restrictions on the physics of the target. A grave model mismatch might lead to high estimation errors or even track loss. In this chapter, neural networks are used for the state prediction, hence yielding an alternative paradigm to standard analytical modelling. It is further discussed which use cases exist for both analytic and data-driven modelling and how neural networks can be successfully included in the Bayes recursion.

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