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When tracking with multiple radars or sonars in Cartesian coordinates, the errors of converted measurements are correlated across radar or sonar stations due to their dependency on the state. In this paper, this cross-correlation is fully considered and a closed form of the cross-covariance across radars or sonars is presented for both 2D and 3D Cartesian coordinates. Two relative estimation performance...
For target tracking with radar measurements, recursive LMMSE (Linear Minimum Mean Squared Error) filtering outperforms the popular measurement conversion based Kalman filters, which have some serious drawbacks in terms of both estimation accuracy and credibility. The existing recursive LMMSE with measurements from a single radar is first extended to the multi-radar case. It is then shown that recombination...
The measurement model nonlinearity is a major challenge in target tracking. This paper presents a comparative performance study of seven nonlinear filters in handling the measurement model nonlinearity. They are: the extended Kalman filter, the unscented filter, the second order divided-differences filter, the Gauss-Hermite quadrature filter, the two-step Kalman filter, the Gaussian particle filter,...
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