Real-time tracking: Optimal determination of the characteristics, using martingale tools (Q1125826)
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scientific article; zbMATH DE number 954698
| Language | Label | Description | Also known as |
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| English | Real-time tracking: Optimal determination of the characteristics, using martingale tools |
scientific article; zbMATH DE number 954698 |
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Real-time tracking: Optimal determination of the characteristics, using martingale tools (English)
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20 May 1997
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The paper deals with the problem of real-time target tracking: How one gets the best knowledge of the position of a target at a given time, if all the previous (discrete) observations are known. The authors derive an ``affine'' random walk formulation from a concrete target tracking problem and show, using martingale tools, that the associated process is well-behaved.
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observability
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real-time target tracking
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martingale tools
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