Accession Number : ADP009065

Title :   Tracking of Maneuvering Targets Using Linear Time Invariant Estimators.

Corporate Author : ILLINOIS UNIV AT URBANA COORDINATED SCIENCE LAB

Personal Author(s) : Voulgaris, Petros

Report Date : SEP 1993

Pagination or Media Count : 20

Abstract : In this paper we consider the problem of finding a filter that minimizes the worst case magnitude (l at infinity) of the estimation error in the case of linear time invariant systems subjected to unknown but magnitude bounded (l at infinity) inputs. These inputs consist of process and observation noise, as well as initial conditions; also, the optimization problem is considered over an infinite time horizon. Taking a model matching approach, suboptimal solutions are presented which stem from the resulting l oo induced norm minimization problem. Examples are also presented that compare the performance of the so-obtained estimator with that of Kalman filters.

Descriptors :   *MATHEMATICAL FILTERS, *ERROR ANALYSIS, ERRORS, INPUT, MATCHING, NOISE, OBSERVATION, OPTIMIZATION, KALMAN FILTERING, MATHEMATICAL MODELS.

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE