Title :
Three statistical batch algorithms for tracking manoeuvring targets
Author :
Bergman, N. ; Gustafsson, F.
Author_Institution :
Dept. of Electr. Eng., Linkoping Univ., Linkoping, Sweden
fDate :
Aug. 31 1999-Sept. 3 1999
Abstract :
The EM algorithm and two MCMC algorithms are applied to manoeuvre detection in target tracking. These statistical methods are off-line and the intended use is to compute upper performance limits of on-line algorithms as well as for off-line analysis. A consequence of the MCMC theory is that an approximation of the a posteriori distribution for the manoeuvre times is obtained.
Keywords :
Markov processes; Monte Carlo methods; expectation-maximisation algorithm; signal detection; statistical distributions; target tracking; EM algorithm; MCMC algorithms; Markov chain Monte Carlo methods; a posteriori distribution approximation; expectation maximization algorithm; manoeuvre detection; manoeuvring target tracking; statistical batch algorithms; statistical methods; Filter banks; Kalman filters; Position measurement; EM algorithm; Kalman filtering; MCMC; change detection; target tracking;
Conference_Titel :
Control Conference (ECC), 1999 European
Conference_Location :
Karlsruhe
Print_ISBN :
978-3-9524173-5-5
