An optimal two-stage algorithm for highly maneuvering targets tracking

DOI10.1016/j.sigpro.2008.10.016zbMath1157.94347OpenAlexW2048963727MaRDI QIDQ1010186

Ali Karsaz, Hamid Khaloozadeh

Publication date: 3 April 2009

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2008.10.016

zbMATH Keywords

maneuvering target trackingFisher and Bayesian uncertainty modelsjerk modeltwo-stage Kalman filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12) Detection theory in information and communication theory (94A13)

Related Items (2)

New minimum sigma set for unscented filtering ⋮ Modified UBB-based input estimation method for nonlinear manoeuvring target tracking problem

Cites Work

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• The interacting multiple model algorithm for systems with Markovian switching coefficients
• Optimal solution of the two-stage Kalman estimator
• A generalized Shiryayev sequential probability ratio test for change detection and isolation
• General two-stage Kalman filters
• The marginalized likelihood ratio test for detecting abrupt changes

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