Title :
Optimal Tracking of Maneuvering Targets
Author_Institution :
Cornell University Ithaca, N.Y. 14850
fDate :
7/1/1973 12:00:00 AM
Abstract :
Maneuvering target motion is modeled by introducing a binary random variable in the target state equation. The optimal estimate is shown to be a weighted combination of two Kalman filter estimates with weights depending on the likelihood ratio for the detection of a maneuver. A tracking scheme is proposed for maneuvering target tracking and illustrated in an example.
Keywords :
Covariance matrix; Filtering; Gaussian processes; Kalman filters; Nonlinear equations; Random variables; Recursive estimation; Sonar applications; Stochastic processes; Target tracking;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
DOI :
10.1109/TAES.1973.309633
