Tracking using state estimation: A brief introduction
Shlomo Engelberg, Benny Milgrom · IEEE Instrumentation & Measurement Magazine · 2019
In this brief introduction to tracking using state estimation, we compare two techniques. We compare the performance of the well known Kaiman filter to that of a simple receding horizon filter, a less well known technique. Our goal is to introduce the less well known family of techniques and show some of its advantages and disadvantages relative to Kalman-filter-based techniques.