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

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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.

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Authors and Affiliations

  1. N100, Computer and Communications Research Laboratories, Industrial Technology Research Institute, Chutung, Hsinchu, Taiwan, 310, R.O.C

    Dah-Chung Chang

  2. Department of Communication Engineering, National Chiao Tung University, Hsinchu, Taiwan, 300, R.O.C

    Wen-Rong Wu

Authors
  1. Dah-Chung Chang
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  2. Wen-Rong Wu
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Chang, DC., Wu, WR. Maneuvering Target Tracking with High-Order Correlated Noise – A Multirate Kalman Filtering Approach. Wireless Personal Communications 17, 103–123 (2001). https://doi.org/10.1023/A:1008965502460

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