Discretization of Dynamic Model and Process Noise in Ballistic Object Filtering
Mahendra K. Mallick, Xiaoqing Tian, Linfeng Xu · 2024
In this paper, we consider the discretization of the continuous-time dynamic model and process noise that occurs in ballistic object filtering problems. Our analysis shows that existing discretization methods are ad hoc in nature. We apply the 1.5 order Ito-Taylor approximation to these discretization problems. We specifically study the ballistic projectile filtering problem and derive equations for the discretized dynamic model and process noise. Our results are compared with those from existing algorithms.