Precision tracking performance in the presence of correlated measurement error

The primary purpose of this paper is to address two-target differential tracking where a component of the composite measurement error is significantly correlated from one measurement to the next. The associated power density spectra due to these errors are typically characterized by a low-pass filter response as opposed to the white power spectrum of errors associated with thermal-noise limited measurements. Depending on the physical origin, these colored measurements may be correlated spatially or temporally. This distinction does not directly impact single target tracking performance but has very significant implications for multiple target tracking