Title :
A density assisted particle filter algorithm for target tracking with unknown ballistic coefficient
Author :
Bruno, Marcelo G S ; Pavlov, Anton
Author_Institution :
Inst. Tecnologico de Aeronaut., Brazil
Abstract :
We present a density-assisted particle filter (DAPF) algorithm for ballistic target tracking with unknown, fixed ballistic coefficient. The proposed algorithm uses an optimized importance function to update the particle population and then utilizes the updated particles and their respective importance weights to build a parametric approximation of the joint posterior probability density function (PDF) of the target state and the unknown ballistic coefficient. A new set of particles is then resampled according to this approximate pdf and propagated to the next iteration of the algorithm. Simulation results confirm previous claims in the literature that DAPFs are viable alternatives for sequential estimation in nonlinear dynamic models with unknown, static parameters.
Keywords :
Monte Carlo methods; approximation theory; filtering theory; iterative methods; optimisation; radar tracking; sequential estimation; signal sampling; target tracking; tracking filters; ballistic coefficient; ballistic target tracking; density assisted particle filter algorithm; density-assisted particle filter algorithm; importance weights; iteration; joint posterior probability density function; modified sequential Monte Carlo filter; nonlinear dynamic models; optimized importance function; parametric approximation; radar tracking; sequential estimation; static parameters; target state; tracking filter; Aerodynamics; Approximation algorithms; Atmospheric modeling; Filtering; Monte Carlo methods; Particle filters; Probability density function; Radar measurements; Radar tracking; Target tracking;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 2005. Proceedings. (ICASSP '05). IEEE International Conference on
Print_ISBN :
0-7803-8874-7
DOI :
10.1109/ICASSP.2005.1415931