Unbiased tracking with converted measurements

In many target tracking problems it is advantageous to perform tracking in a different coordinate system than the measurements. In these cases, the measurements require some form of conversion prior to use in tracking. There are two potential issues that arise when performing converted measurement tracking. The first occurs when the measurement conversion results in a biased (converted) measurement. The second is estimation bias that occurs when the estimate of the converted measurement error covariance is correlated with the measurement noise. First, previously proposed unbiased conversions are examined. Following this, the “decorrelated unbiased converted measurement” approach is examined and shown to overcome the issues of conversion bias and estimation bias. Finally this approach is evaluated in a Converted Measurement Kalman Filter (CMKF).