Algorithms for the incorporation of predictive information in surveillance theory†
David A. Castañón, Bernard C. Levy, Alan S. Willsky · International Journal of Systems Science · 1985
The paper discusses the problem of tracking a platform given probabilistic information concerning its possible destinations. Using a bayesian approach, we derive an algorithm which optimally incorporates the real-time measurements of the platform position with the predictive information about its destination. This algorithm can be efficiently implemented using some results from optimal smoothing. The results are illustrated by a simple example.