The problem of sequentially transferring from a source object track and a model to another Bayesian filter has become ubiquitous. Due to the lack of a structural model that can capture the dependence among different models, the transfer may not be fully specified. In this paper, we introduce a novel Bayesian model that accounts for the model-jump from which the object can choose a model and follow. We aim to track the trajectory of the object while sequentially transferring from the source object to the target object. The main idea is to impute the dynamical model while tracking the object and estimating the state parameters of the moving object according to discretized dynamic systems. We demonstrate this procedure can handle the model mismatch as it sequentially corrects the predictive model. Particularly, for a fixed number of motion models, the object can learn what motion to follow at each time step. We employ a prior model for each model and then adaptively correct for changing one model to another to robustly estimate object trajectory under various motions. More concretely, we propose a robust Bayesian recipe to handle the model-jump and then integrate it with a Markov chain Monte Carlo (MCMC) approach to sample from the posterior distribution. We demonstrate through experiments the advantage of accounting for model-jump in our proposed method for knowledge transfer between learning tasks in Bayesian transfer learning.

Some challenging problems in tracking multiple objects include the time-dependent cardinality, unordered measurements and object parameter labeling. In this paper, we employ Bayesian Bayesian nonparametric methods to address these challenges. In particular, we propose modeling the multiple object parameter state prior using the dependent Dirichlet and Pitman-Yor processes. These nonparametric models have been shown to be more flexible and robust, when compared to existing methods, for estimating the time-varying number of objects, providing object labeling and identifying measurement to object associations. Monte Carlo sampling methods are then proposed to efficiently learn the trajectory of objects from noisy measurements. Using simulations, we demonstrate the estimation performance advantage of the new methods when compared to existing algorithms such as the generalized labeled multi-Bernoulli filter.