Set-Type Belief Propagation With Applications to Poisson Multi-Bernoulli SLAM

Belief propagation (BP) is a useful probabilistic inference algorithm for efficiently computing approximate marginal probability densities of random variables. However, in its standard form, BP is only applicable to the vector-type random variables with a fixed and known number of vector elements, w...

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Published in	IEEE transactions on signal processing Vol. 72; pp. 1989 - 2005
Main Authors	Kim, Hyowon, Garcia-Fernandez, Angel F., Ge, Yu, Xia, Yuxuan, Svensson, Lennart, Wymeersch, Henk
Format	Journal Article
Language	English
Published	New York IEEE 2024 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects	Algorithms Belief propagation Filtering algorithms Filtering theory multi-target tracking Poisson multi-Bernoulli filter Probabilistic inference Radio frequency random finite sets Random variables Sequences Simultaneous localization and mapping Statistical analysis Target tracking Vectors Radio frequency Simultaneous localization and mapping Target tracking random finite sets multi-target tracking Filtering algorithms Vectors Filtering theory Random variables Poisson multi-Bernoulli filter Belief propagation
Online Access	Get full text
ISSN	1053-587X 1941-0476 1941-0476
DOI	10.1109/TSP.2024.3383543

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Abstract	Belief propagation (BP) is a useful probabilistic inference algorithm for efficiently computing approximate marginal probability densities of random variables. However, in its standard form, BP is only applicable to the vector-type random variables with a fixed and known number of vector elements, while certain applications rely on random finite sets (RFSs) with an unknown number of vector elements. In this paper, we develop BP rules for factor graphs defined on sequences of RFSs where each RFS has an unknown number of elements, with the intention of deriving novel inference methods for RFSs. Furthermore, we show that vector-type BP is a special case of set-type BP, where each RFS follows the Bernoulli process. To demonstrate the validity of developed set-type BP, we apply it to the Poisson multi-Bernoulli (PMB) filter for simultaneous localization and mapping (SLAM), which naturally leads to a set-type BP PMB-SLAM method, which is analogous to a vector type SLAM method, subject to minor modifications.
AbstractList	Belief propagation (BP) is a useful probabilistic inference algorithm for efficiently computing approximate marginal probability densities of random variables. However, in its standard form, BP is only applicable to the vector-type random variables with a fixed and known number of vector elements, while certain applications rely on random finite sets (RFSs) with an unknown number of vector elements. In this paper, we develop BP rules for factor graphs defined on sequences of RFSs where each RFS has an unknown number of elements, with the intention of deriving novel inference methods for RFSs. Furthermore, we show that vector-type BP is a special case of set-type BP, where each RFS follows the Bernoulli process. To demonstrate the validity of developed set-type BP, we apply it to the Poisson multi-Bernoulli (PMB) filter for simultaneous localization and mapping (SLAM), which naturally leads to a set-type BP PMB-SLAM method, which is analogous to a vector type SLAM method, subject to minor modifications.
Author	Svensson, Lennart Garcia-Fernandez, Angel F. Kim, Hyowon Xia, Yuxuan Ge, Yu Wymeersch, Henk
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Keywords	Radio frequency Simultaneous localization and mapping Target tracking random finite sets multi-target tracking Filtering algorithms Vectors Filtering theory Random variables Poisson multi-Bernoulli filter Belief propagation
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SubjectTerms	Algorithms Belief propagation Filtering algorithms Filtering theory multi-target tracking Poisson multi-Bernoulli filter Probabilistic inference Radio frequency random finite sets Random variables Sequences Simultaneous localization and mapping Statistical analysis Target tracking Vectors
Title	Set-Type Belief Propagation With Applications to Poisson Multi-Bernoulli SLAM
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