Relating random vector and random finite set estimation in navigation, mapping, and tracking

Abstract

Navigation, mapping, and tracking are state estimation problems relevant to a wide range of applications. These problems have traditionally been formulated using random vectors in stochastic filtering, smoothing, or optimization-based approaches. Alternatively, the problems can be formulated using random finite sets, which offer a more robust solution in poor detection conditions (i.e., low probabilities of detection, and high clutter intensity). This paper mathematically shows that the two estimation frameworks are related, and equivalences can be determined under a set of ideal detection conditions. The findings provide important insights into some of the limitations of each approach. These are validated using simulations with varying detection statistics, along with a real experimental dataset.