Maneuvering Target Tracking with High-Order Correlated Noise – AMultirate Kalman Filtering Approach

Authors:
Dah-Chung Chang;Wen-Rong Wu
Affiliations:
N100, Computer and Communications Research Laboratories, Industrial Technology Research Institute, Chutung, Hsinchu, Taiwan 310, R.O.C.;Department of Communication Engineering, National Chiao Tung University, Hsinchu, Taiwan 300, R.O.C.
Venue:
Wireless Personal Communications: An International Journal
Year:
2001

Citing 3
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Abstract

A multirate Kalman filtering algorithm for target tracking with high-ordercorrelatednoise is proposed. The measurement signal is first split into subbands usinga filter bank.Then, the correlated noise in each subband is modeled using a first-order ARprocess and the AR parametersare identified online. Finally, a multirate Kalman reconstruction filter isused to obtain the state estimate.This method can be directly incorporated into the IMM algorithm, resulting inan effective tracking scheme.Simulations show that the new multirate processing scheme can significantlyimprove tracking performance.