The probabilistic data association (PDA) algorithm for tracking in clutter contains a stochastic (data-dependent) Riccati equation for updating the estimation error covariance matrix. This note details a simple analytic approximation to the stochastic Riccati equation that allows precomputation of the estimation error covariance matrices. The potential of the approximation for performance analysis of PDA-based tracking algorithm is demonstrated using a simple example.


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    Titel :

    A contribution to performance prediction for probabilistic data association tracking filters


    Beteiligte:
    Kershaw, D.J. (Autor:in) / Evans, R.J. (Autor:in)


    Erscheinungsdatum :

    01.07.1996


    Format / Umfang :

    1506859 byte




    Medientyp :

    Aufsatz (Zeitschrift)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch




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