The Tracking Index for Continuous Target Trackers

An optimal filtering solution is presented for the continuous time target tracking problem. The Tracking Index (the target maneuverability to the sensor measurement uncertainty ratio) is found to have fundamental role in the optimal steady-state solution. The Tracking Index solution yields a closed form, consistent set of tracking gains, relationships, and performances. The resulting continuous time stochastic regulators are termed ¿c-ßc or ¿c-ßc-¿c target trackers (depending on the tracking order) [15]. For discrete time measurement, the discrete target trackers are defined based on the discrete Tracking Index [10]; however, the process presented in this paper deals with specific models of target maneuvers: velocity, acceleration and jerk. The Tracking Index is dependent on fundamental characteristics of the tracking problem: the track period, measurement noise, target maneuverability and tracker order.