Tracking procedure for non-normally distributed measurement errors

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trackingprocedur00kukl.pdf (3.94 MB)
Authors
Kukliansky, Alexander
Subjects
Tracking
Kalman filter
Robust procedure
Outliers
Non-normal distributions
Advisors
Gaver, Donald P.
Date of Issue
1987-09
Date
September 1987
Publisher
Language
en_US
Abstract
The Kalman Filter is a widely used procedure in tracking algorithms. When normality assumptions are violated, the Kalman Filter performance tends to degrade. In this thesis a new procedure is introduced for accommodating non-normal properties of measurement error distributions. The procedure is developed for the multi-observer situation. Simulation experiment results are presented and numerical comparisons are made between the Kalman Filter performance and that of the new procedure.
Type
Thesis
Description
URI
https://hdl.handle.net/10945/22558
Series/Report No
Department
Operations Research
Organization
Naval Postgraduate School (U.S.)
Identifiers
NPS Report Number
Sponsors
Funder
Format
58 p.
Citation
Distribution Statement
Approved for public release; distribution is unlimited.
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Copyright is reserved by the copyright owner
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