The Improved Ensemble Kalman Filter for Multisensor Target Tracking

The ensemble Kalman filter is introduced to the multisensor target tracking system, where the method is widely used in weather forecasting before. The algorithm is modified to obtain members of measurement ensemble from uncorrelated sensors in the system but not a Monte Carlo method, and the performances of the ensemble Kalman filter under different conditions are investigated. Simulation shows that the ensemble Kalman filter can be applied to the multisensor target tracking system and offer much advantage in terms of estimation performance.