Multitarget tracking performance analysis using the non-credibility index in the Nonlinear Estimation Framework (NEF) toolbox

Target tracking, nonlinear control, and fault detection are typically evaluated with only a Root Mean Square (RMS). RMS is an absolute measurement of the system performance and does not provide a statistic as to the tracker, controller, or fault detection algorithmic performance. For this paper, we investigate the non-credibility index (NCI) and average normalized estimation error square (ANEES) for nonlinear estimation for the Kalman Filter (KF), the Central Difference Filter (DD1), the unscented Kalman filter (UKF), and the particle filter (PF). Fault detection and target track performance is dependent on target maneuvers, sensor errors, model parameters, and state estimation which need to be understood relative to the filter performance versus the absolute performance (i.e. root mean square) of the system. Utilizing the developments of the Nonlinear Estimation Framework (NEF) toolbox, we develop methods of nonlinear relative comparison performance between nonlinear filters in a unified scenario.