Optimal filtering of correlated errors in multi-target tracking

The problem of simultaneous tracking of several targets arises in a variety of fire-control and terminal weapon-guidance systems. To achieve optimal tracking accuracy, it is necessary to properly account for correlation in both measurement errors and accelerations belonging to different targets. A canonical transformation of tracking coordinates is introduced to split the problem into N decoupled track filters, where N is the number of physical targets. Two examples are worked out in detail. The first illustrates the use of `nested´ center-of-mass coordinates in tracking N identical targets. The second illustrates the use of a `differential´ coordinate in weapon-guidance applications