[1991] Proceedings of the 30th IEEE Conference on Decision and Control
DOI: 10.1109/cdc.1991.261779
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Maneuvering target tracking using jump processes

Abstract: This paper presents a maneuvering target model with the manewer dynamics modeled as a jump process of Poisson type. The jump process represents the deterministic maneuver (or pilot commands) and is described by a stochstic differential equation driven by a Poisson process taking values from a set of discrete states. Assuming that the observations are govemed by a linear difference equation driven by a white Gaussian noise sequence, we have developed a linear, recursive, unbiased minimum variance filter. The pe… Show more

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Cited by 11 publications
(11 citation statements)
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“…Xk+1 FCVXk + GWk (17) The above models (1 1) and (1 7) are known as the continuous-and discrete-time constant-velocity (CV) models, or more precisely "nearly-constant-velocity models," respectively. Note that the control input u = 0 in the nonmaneuvering models, although the actual thrust of the target has to be present to maintain the motion.…”
Section: Nonmaneuver Target Dynamic Modelsmentioning
confidence: 99%
See 1 more Smart Citation
“…Xk+1 FCVXk + GWk (17) The above models (1 1) and (1 7) are known as the continuous-and discrete-time constant-velocity (CV) models, or more precisely "nearly-constant-velocity models," respectively. Note that the control input u = 0 in the nonmaneuvering models, although the actual thrust of the target has to be present to maintain the motion.…”
Section: Nonmaneuver Target Dynamic Modelsmentioning
confidence: 99%
“…for the unknown input u is a discrete-time, finite-mode (semi-)Markov process. A continuous-time counterpart was proposed in [17]. A sojourn-time dependent Markov chain model for target motion is proposed in [18] in the context of the multiple-model approach.…”
Section: Semi-markov Jump Process Modelsmentioning
confidence: 99%
“…The Gaussian premise stipulates that such drastic changes are very unlikely, producing large estimation errors when they occur. More sophisticated models, which include a jump process in addition to the original Gaussian process such as the jump diffusion models or Markov/semi-Markov jump models, show improved inference results for manoeuvring targets [32,14]. In contrast, we utilise in this paper an α-stable Lévy process as the driving noise, which consists of fewer parameters and leads to competitive inference performance.…”
Section: B Related Workmentioning
confidence: 99%
“…The approximation (25) preserves the autocorrelation function of the random process z whenever a single evasive maneuver is expected 25 and tracks a piecewise-constant input provided that the value of Q a is chosen to be sufficiently large. 26 However, it is known that the introduction of the jerk process in the estimation process degrades filtering of the Gaussian noise in the original system. The matrices of the linear system employed by the Kalman filter augmented with a Wiener process acceleration model (F,G 1 ,G 2 ,H , andQ w ) are provided in Appendix A.…”
Section: B the Bank Of State Estimatorsmentioning
confidence: 99%