Probabilistic data association filter


The Probabilistic Data Association Filter is a statistical approach to the problem of plot association in a target tracking algorithm. Rather than choosing the most likely assignment of measurements to a target, the PDAF takes an expected value, which is the minimum mean square error estimate. The PDAF on its own does not confirm nor terminate tracks.
Whereas the PDAF is only designed to track a single target in the presence of false alarms and missed detections, the Joint Probabilistic Data Association Filter can handle multiple targets. The first real-world application of the PDAF was probably in the Jindalee Operational Radar Network, which is an Australian over-the-horizon radar network.

Implementations