Bearings-only tracking using data fusion and instrumental variables

This paper presents a recursive Measurement Instrumental Variables Bearings-Only Tracking (MIV-BOT) method for a stationary observer. A smoothing operation directly fuses multi-sensor bearing measurements by exchanging the measurements as the instruments in a pseudo linear estimator. The MIV-BOT formulation produces a smoothed velocity estimate parameterized to any position along the target trajectory, which is found from a single laser range finder measurement. Target range predictions, derived from the smoothed two-state velocity estimate, are then used as range measurements in two parallel Kalman filters. The result is a recursive, passive and unbiased fusion scheme. The theoretical development is investigated by Monte Carlo simulation in short tracking scenarios. Experimental results show that the fusion scheme produces reliable estimates for non-manoeuvring targets.