  The Poisson multi-Bernoulli mixture (PMBM) is an unlabelled multi-target
distribution for which the prediction and update are closed. It has a Poisson
birth process, and new Bernoulli components are generated on each new
measurement as a part of the Bayesian measurement update. The PMBM filter is
similar to the multiple hypothesis tracker (MHT), but seemingly does not
provide explicit continuity between time steps. This paper considers a recently
developed formulation of the multi-target tracking problem as a random finite
set (RFS) of trajectories, and derives two trajectory RFS filters, called PMBM
trackers. The PMBM trackers efficiently estimate the set of trajectories, and
share hypothesis structure with the PMBM filter. By showing that the prediction
and update in the PMBM filter can be viewed as an efficient method for
calculating the time marginals of the RFS of trajectories, continuity in the
same sense as MHT is established for the PMBM filter.
