2. Target tracking using Kalman Filter can be
described as the process of determining the
location of a target at current state
depending upon its location at previous state.
It is one of the most important applications
of sequential state estimation, which naturally
admits Kalman filter as its main candidate.
3. Design of Kalman filter algorithm to track the
target and show the resulting improvement in
tracking. This is of utmost importance for
high-performance real-time applications.
Using MATLAB
4. The Kalman filter, is an algorithm that uses a
series of measurements observed over time,
containing noise (random variations) and
other inaccuracies, and produces estimates of
unknown variables that tend to be more
precise than those based on a single
measurement alone.
6. The two equations of Kalman Filter is as follows :
State Prediction :
Measurement Prediction :
To start the process, we need to know the
estimate of x0, and P0.
7.
8.
9.
10. M.S.Grewal, A.P. Andrews, "Kalman Filtering -
Theory ", Wiley, 2001
An Approach for Switching of the Process
Noise Co-Variance of Kalman Filter for
ManeuveringTargets - S.M.Sahoo1, Sandipan
Sarkar2, H.K.Ratha3
Thank you