Abstract:This paper concerns the application of an iterated extended risk sensitive filter (IERSF) to target tracking problems. The relative merits of IERSF vis-à-vis the extended risk sensitive filter (ERSF) for a bearingsonly tracking problem using root mean square error (RMSE) and robustness with uncertainty in initial condition are explored. An ERSF weakness, specifically an accumulation error in the computation of innovation steps due to approximating nonlinear functions at a recently available prior estimate, is … Show more
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.