PHD filtering with localised target number variance

Mahler's Probability Hypothesis Density (PHD filter), proposed in 2000, addresses the challenges of the multiple-target detection and tracking problem by propagating a mean density of the targets in any region of the state space. However, when retrieving some local evidence on the target presence becomes a critical component of a larger process - e.g. for sensor management purposes - the local target number is insufficient unless some confidence on the estimation of the number of targets can be provided as well. In this paper, we propose a first implementation of a PHD filter that also includes an estimation of localised variance in the target number following each update step; we then illustrate the advantage of the PHD filter + variance on simulated data from a multiple-target scenario.