-This paper provides new results and insights for tracking an extended target object modeled with an Elliptic Random Hypersurface Model (RHM). An Elliptic RHM specifies the relative squared Mahalanobis distance of a measurement source to the center of the target object by means of a one-dimensional random scaling factor. It is shown that uniformly distributed measurement sources on an ellipse lead to a uniformly distributed squared scaling factor. Furthermore, a Bayesian inference mechanisms tailored to elliptic shapes is introduced, which is also suitable for scenarios with high measurement noise. Closed-form expressions for the measurement update in case of Gaussian and uniformly distributed squared scaling factors are derived.
In state estimation theory, two directions are mainly followed in order to model disturbances and errors. Either uncertainties are modeled as stochastic quantities or they are characterized by their membership to a set. Both approaches have distinct advantages and disadvantages making each one inherently better suited to model different sources of estimation uncertainty. This paper is dedicated to the task of combining stochastic and set-membership estimation methods. A Kalman gain is derived that minimizes the mean squared error in the presence of both stochastic and additional unknown but bounded uncertainties, which are represented by Gaussian random variables and ellipsoidal sets, respectively. As a result, a generalization of the well-known Kalman filtering scheme is attained that reduces to the standard Kalman filter in the absence of set-membership uncertainty and that otherwise becomes the intersection of sets in case of vanishing stochastic uncertainty. The proposed concept also allows to prioritize either the minimization of the stochastic uncertainty or the minimization of the set-membership uncertainty.
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