Proportional Integral-Differential Estimator

A generalized approach to improve tracker response time is proposed. The proposed technique is an extension of a concept developed for the propertional integral estimator (PIE) in [1]. The proportional integral-differential estimator (PIDE) is a Kalman filter modified by adding an integral and a differential term of the filter residual in addition to the proportional linear term in the filter equation. An optimal structure is derived by using the innovation method [2] for discrete Gaussian process model with linear dynamics. Simulation results of a target tracking system is presented and the tracker time response is analyzed.