M/sup 3/ filter with error ellipses control in mode probabilities calculation

This paper provides the Multiple Maneuver Model (M/sup 3/) filter with error ellipses control in mode probabilities calculation. The conventional M/sup 3/ filter has the problem that mode probabilities oscillate in the long range radar with long sampling period. This oscillation is caused by extremely low likelihood functions in mode probabilities calculation. In order to overcome the oscillation problem, the proposed M/sup 3/ filter monitors quadratic forms of residuals and controls the size of error ellipses in mode probabilities calculation. The results of a Monte Carlo simulation show that the proposed M/sup 3/ filter has capability of reducing the oscillation. Tracking quality of the proposed M/sup 3/ filter is also improved compared with that of the conventional M/sup 3/ filter.