AN APPROACH TO TARGET TRACKING
MASSACHUSETTS INST OF TECH LEXINGTON LINCOLN LAB
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The report presents an approach to point target tracking based on sequential filtering techniques. The tracking problem is defined in terms of a nonlinear vector differential equation and an appropriate state vector. A bayesian formulation for the problem is selected which results in a least- squares filter solution. Linearization techniques essential to this approach are incorporated into the development of the solution. A computer program which implements the complete solution algorithm is presented. As part of this computer realization, numerical integration of the equations of motion and numerical evolution of the estimate covariance matrix are discussed in detail.
- Statistics and Probability
- Operations Research