Adaptive Statistical Filter Providing Improved Performance for Target Motion Analysis Noise Discrimination.
Patent, Filed 27 Jan 92, patented 1 Sep 92,
DEPARTMENT OF THE NAVY WASHINGTON DC
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The adaptive statistical filter providing improved performance target motion analysis noise discrimination of the present invention includes a bank of parallel Kalman filters. Each filter estimates a statistic vector of specific order, which in the exemplary third order bank of filters of the preferred embodiment, respectively constitute coefficients of a constant, linear and quadratic fit. In addition, each filter provides a sum-of-squares residuals performance index. A sequential comparator is disclosed that performs a likelihood ratio test performed pairwise for a given model order and the next lowest, which indicates whether the tested model orders provide significant information above the next model order. The optimum model order is selected based on testing the highest model orders. A robust, unbiased estimate of minimal rank for information retention providing computational efficiency and improved performance noise discrimination is therewith accomplished.
- Target Direction, Range and Position Finding
- Numerical Mathematics