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The linear minimum mean-square error (LMMSE) estimation plays an important role in nonlinear estimation. It is the best of all estimators that are linear in the measurement. However, it may not perform well for a highly nonlinear problem. A generalized linear estimation framework, namely, linear in transform (LIT) estimation, is proposed in this work. It employs a measurement transform function (MTF)...
This paper derives a Bayesian procedure for track association that can solve a large scale distributed tracking problem where many sensors track many targets. When noninformative prior of the target state is assumed, the single target test becomes a chi-square test and it can be extended to the multiple target case by solving a multidimensional assignment problem. With the noninformative prior assumption,...
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