Abstract
A stochastic sampling algorithm for recursive state estimation of nonlinear dynamic systems is designed and realized in this study. It is applied to the problem of tracking two maneuvering air targets in the presence of false alarms. The performance of the proposed algorithm is evaluated via Monte Carlo simulation. The results show that the nonlinear Bayesian filtering can be efficiently accomplished in real time by simple Monte Carlo techniques.
Partially supported by the Bulgarian National Foundation for Scientific Investigations under grants No I-808/98 and I-902/99.
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Angelova, D., Semerdjiev, E., Semerdjiev, T., Konstantinova, P. (2001). On-Line State Estimation of Maneuvering Objects by Sequential Monte Carlo Algorithm. In: Margenov, S., Waśniewski, J., Yalamov, P. (eds) Large-Scale Scientific Computing. LSSC 2001. Lecture Notes in Computer Science, vol 2179. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-45346-6_11
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DOI: https://doi.org/10.1007/3-540-45346-6_11
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