Data Association Techniques for Non-Gaussian Measurements
C. Stephen, A Kathleen · InTech eBooks · 2011
In target tracking, the primary algorithm for estimating the target state has been the Kalman filter(Blackman, 1986) and (Blackman and Popoli, 1999). This workhorse algorithm and its nonlinear implementation, the extended Kalman filter (EKF), provide both an estimate of the target kinematic state, e.g. position and velocity, and an estimate of the error covariance associated with the target state (Brown, 1983). The linear Kalman filter is given as