3D constrained, manoeuvring and multi-targettracking using bearing and elevation measurements: milestone B: Bayesian weighted instrumental variable estimators with equality and inequality speed constraint for 3D bearings-only TMA problem
Date
2016
Authors
Badriasl, L.
Arulampalam, S.
Finn, A.
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Report
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This report develops Bayesian weighted instrumental variable (WIV) estimators under equality and inequality speed constraints for the three-dimensional (3D) target motion analysis problem using bearing and elevation measurements. Incorporating the speed constraint information into our previously proposed Bayesian WIV estimator [18], imposes a quadratic constraint to this problem. Deriving a computationally efficient solution for the resulting constrained estimation problem is challenging. Using advance linear algebra techniques, in this report computationally efficient and highly accurate estimators under equality and inequality constraints are proposed. The performance of the proposed estimators are compared to that of their unconstrained counterpart in different scenarios. Simulation 2 results indicate that both equality and inequality constrained estimators outperform their unconstrained counterpart consistently in the simulated scenarios.
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Copyright 2017 The Authors