Imperial College London

Emeritus ProfessorMartinClark

Faculty of EngineeringDepartment of Electrical and Electronic Engineering

Emeritus Professor in Electrical and Electronic Engineering
 
 
 
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Contact

 

+44 (0)20 7594 6272j.m.c.clark

 
 
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Location

 

402Electrical EngineeringSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{JMC:2007,
author = {JMC, C and Vinter, RB and Yaqoob, MM},
journal = {IEEE T AERO ELEC SYS},
pages = {1373--1384},
title = {Shifted Rayleigh filter: A new algorithm for bearings-only tracking},
volume = {43},
year = {2007}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AB - A new algorithm, the "shifted Rayleigh filter," is introduced for two- or three-dimensional bearings-only tracking problems. In common with other ' moment matching" tracking algorithms such as the extended Kalman filter and its modern refinements, it approximates the prior conditional density of the target state by a normal density; the novel feature is that an exact calculation is then performed to update the conditional density in the light of the new measurement. The paper provides the theoretical justification of the algorithm. It also reports on simulations involving variants on two scenarios, which have been the basis of earlier comparative studies. The first is a "benign" scenario where the measurements are comparatively rich in range-relate information; here the shifted Rayleigh filter is competitive with standard algorithms. The second is a more "extreme" scenario, involving multiple sensor platforms, high-dimensional models and noisy measurements; here the performance of the shifted Rayleigh filter matches the performance of a high-order bootstrap particle filter, while reducing the computational overhead by an order of magnitude.
AU - JMC,C
AU - Vinter,RB
AU - Yaqoob,MM
EP - 1384
PY - 2007///
SN - 0018-9251
SP - 1373
TI - Shifted Rayleigh filter: A new algorithm for bearings-only tracking
T2 - IEEE T AERO ELEC SYS
VL - 43
ER -