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The Ensemble Kalman Filter (EnKF) is a Kalman based particle filter which was introduced to solve large scale data assimilation problems where the state space is of very large dimensionality. It also achieves good results when applied to a target tracking problem, however, due to its Gaussian assumption for the prior density, the performance can be improved by introducing Gaussian mixtures. In this...
Converted measurement tracking is a technique that filters in the coordinate system where the underlying process of interest is linear and Gaussian and requires the measurements to be nonlinearly transformed to fit. The goal of the transformation is to allow for tracking in the coordinate system that is most natural for describing system dynamics. There are two potential issues that arise when performing...
In target tracking, it is natural to describe target motion in Cartesian coordinates. In many cases the measurements require some form of nonlinear conversion prior to use in a Cartesian coordinate tracker. There are two sources of bias that can arise as a result of this conversion. The first occurs when the conversion process introduces a bias in the expected value of the converted measurement. The...
In many target tracking problems it is advantageous to perform tracking in a different coordinate system than the measurements. In these cases, the measurements require some form of conversion prior to use in tracking. There are two potential issues that arise when performing converted measurement tracking. The first occurs when the measurement conversion results in a biased (converted) measurement...
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