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A novel adaptive grid-based method has been proposed for risk-sensitive state estimation in non-linear non-Gaussian problems. The algorithm, which is based on point-mass approximation, is called the adaptive grid risk-sensitive filter (AGRSF). Although risk-sensitive estimators have been known to be robust compared to their risk-neutral counterparts, the implementation of risk-sensitive filters (RSFs)...
Radar tracking of a ballistic target in re-entry phase has been considered in this paper. The motion of the target is evaluated with the assumptions that the drag and gravity are the only forces acting on the ballistic target after it enters into the endo-atmospheric phase. With unknown ballistic coefficient, the problem is actually a case for combined state and parameter estimation. After around...
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