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APPENDIX
Sequential Likelihood Ratio
This section is used to describe the posterior proba-
bility of target existence in MS-JITS algorithm. The
measurements from the first sensor are used to com-
pute an intermediate posterior probability of target ex-
istence P(ψ
τ,1
k
|Y
k
s
), with corresponding measurement
likelihood ratio Λ
1
k
denoted by
P(ψ
τ,1
k
|Y
k
s
) =
Λ
1
k
P(ψ
τ
k
|Y
k−1
s
)
1 − (1 − Λ
1
k
)P(ψ
τ
k
|Y
k−1
s
)
. (32)
After gating the measurements in next sensor, tar-
get existence probability is updated,
P(ψ
τ,2
k
|Y
k
s
) =
Λ
2
k
P(ψ
τ,1
k
|Y
k−1
s
)
1 − (1 − Λ
2
k
)P(ψ
τ,1
k
|Y
k−1
s
)
. (33)
Substituting the P(ψ
τ,1
k
|Y
k−1
s
) by equation (32) yields,
P(ψ
τ,2
k
|Y
k
s
) =
Λ
2
k
Λ
1
k
P(ψ
τ
k
|Y
k−1
s
)
1−(1−Λ
1
k
)P(ψ
τ
k
|Y
k−1
s
)
1 − (1 − Λ
2
k
)
Λ
1
k
P(ψ
τ
k
|Y
k−1
s
)
1−(1−Λ
1
k
)P(ψ
τ
k
|Y
k−1
s
)
=
Λ
1
k
Λ
2
k
P(ψ
τ
k
|Y
k−1
s
)
1 − (1 − Λ
1
k
Λ
2
k
)P(ψ
τ
k
|Y
k−1
s
)
. (34)
Similarly, we can obtain
P(ψ
τ,3
k
|Y
k
s
) =
Λ
1
k
Λ
2
k
Λ
3
k
P(ψ
τ
k
|Y
k−1
s
)
1 − (1 − Λ
1
k
Λ
2
k
Λ
3
k
)P(ψ
τ
k
|Y
k−1
s
)
. (35)
Finally, up to sensor S yields
P(ψ
τ
k
|Y
k
s
) =
(
∏
S
s=1
Λ
s
k
)P(ψ
τ
k
|Y
k−1
s
)
1 − (1 −
∏
S
s=1
Λ
s
k
)P(ψ
τ
k
|Y
k−1
s
)
. (36)
Joint Integrated Track Splitting for Multi-sensor Multi-target Tracking in Clutter
307