Title :
Stability evaluation and track life of the PDAF for tracking in clutter
Author :
Li, X. Rong ; Bar-Shalom, Yaakov
Author_Institution :
Dept. of Electr. & Syst. Eng., Connecticut Univ., Storrs, CT, USA
fDate :
5/1/1991 12:00:00 AM
Abstract :
The authors present an effective approach of a hybrid nature to the nonsimulation performance evaluation of the probabilistic data association filtering (PDAF) method for tracking in clutter. In this approach, a continuous-valued covariance, which is a function of a discrete-valued random variable (the number of validated measurements), is used to characterize the tracking errors in an average sense. This covariance can be calculated offline recursively from a modified Riccati equation, which can be obtained by replacing the measurement-dependent terms in the original stochastic equation with their conditional expectations. This approach has the merit that it yields a quantification of the transients of tracking divergence as well as substantially better accuracy than previous work. Such an approach is particularly suitable for stability evaluation of tracking filters. In addition, a quantitative study of the track-life problem is made in which the number of validated measurements plays a central role
Keywords :
clutter; filtering and prediction theory; probability; stability; tracking; Riccati equation; clutter; continuous-valued covariance; discrete-valued random variable; probabilistic data association filter; stability; track life; tracking; tracking errors; transients; Covariance matrix; Filters; Particle measurements; Random variables; Riccati equations; Stability; State estimation; Statistics; Stochastic processes; Student members;
Journal_Title :
Automatic Control, IEEE Transactions on