Rao-Blackwellized particle filter for multiple target tracking

@article{Srkk2007RaoBlackwellizedPF,
  title={Rao-Blackwellized particle filter for multiple target tracking},
  author={S. S{\"a}rkk{\"a} and Aki Vehtari and J. Lampinen},
  journal={Inf. Fusion},
  year={2007},
  volume={8},
  pages={2-15}
}
In this article we propose a new Rao-Blackwellized particle filtering based algorithm for tracking an unknown number of targets. The algorithm is based on formulating probabilistic stochastic process models for target states, data associations, and birth and death processes. The tracking of these stochastic processes is implemented using sequential Monte Carlo sampling or particle filtering, and the efficiency of the Monte Carlo sampling is improved by using Rao-Blackwellization. 
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