Constrained target tracking based on moving Horizon Estimation

This paper introduces the moving Horizon Estimation (MHE) using online optimization scheme for moving target tracking problem with physical constraints. The proposed method transforms the constrained target tracking problem into constrained optimal state estimation with finite horizon. The computation burden of MHE is reduced by introducing the arrive cost. At the end of this paper, the Monte Carlo simulation of moving target tracking using MHE is given. The simulation results show that MHE can not only solve the actual constrained moving target tracking, but also increase the tracking accuracy, and have a better effect than Kalman filter.