A maneuvering target tracking system with correlated measurement noises

The maneuvering target tracking problem with correlated measurement noises is considered. Using the multiple model estimator method to accommodate the maneuvering effect, an efficient algorithm is derived to decorrelate the measurement noise in the system. It is found that significant improvement of the system performance can be obtained from the decorrelation process. A tuning algorithm is proposed to help the decorrelated system to work efficiently. With the tuning process, the system can keep rather good performance, even in poor conditions where either efficiency or performance must be sacrificed in the original system