On the efficiency of a bearings-only instrumental variable estimator for target motion analysis

Authors:
Kutluyil Doǧançay
Affiliations:
School of Electrical and Information Engineering, University of South Australia, Mawson Lakes, SA 5095, Australia
Venue:
Signal Processing
Year:
2005

Citing 4
Cited 2

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Target tracking with bearings — only measurements

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Bias compensation for the bearings-only pseudolinear target track estimator

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Bearings-only target motion analysis via instrumental variable estimation

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Abstract

The maximum-likelihood (ML) estimator for bearings-only target motion analysis does not admit a closed-from solution and must be implemented iteratively. Iterative ML estimators require an initialization close to the true solution to avoid divergence. Recently a closed-form asymptotically unbiased instrumental variable estimator has been proposed to alleviate the convergence problems associated with iterative ML estimators. This paper establishes the asymptotic efficiency of the closed-form instrumental variable estimator by showing that its error covariance matrix approaches the Cramer-Rao lower bound for sufficiently small bearing noise as the number of measurements tends to infinity.