An approach to identification of variances for radar tracking systems

  • Authors:

  • Jianping Yao;Leonard Chin;Weixian Liu;Yilong Lu

  • Affiliations:

  • School of Electrical and Electronic Engineering, Nanyang Technological University, Nanyang Avenue, Singapore 639798, Singapore;School of Electrical and Electronic Engineering, Nanyang Technological University, Nanyang Avenue, Singapore 639798, Singapore;School of Electrical and Electronic Engineering, Nanyang Technological University, Nanyang Avenue, Singapore 639798, Singapore;School of Electrical and Electronic Engineering, Nanyang Technological University, Nanyang Avenue, Singapore 639798, Singapore

  • Venue:
  • Signal Processing
  • Year:
  • 2002

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Abstract

An approach for the identification of the variances of the process noise W(k) and the measurement noise V(k) for radar tracking systems is presented. In the proposed algorithm, the variances are expressed as a linear combination of the covariances of the third-order difference of the measurement data. The variances can then be estimated by estimating the covariances of the third-order difference and solving the matrix equation. The two cases for the measurement noise being white and color are considered in this algorithm. Simulation results show that for both cases a steady estimation is reached after 20 samples.