Abstract
A methodology for the tracking of maneuvering targets is presented. A quickest-detection scheme based on the innovation sequence is developed for a prompt detection of target maneuvers. The optimal length of a sliding window that minimizes the maneuver detection delay for a given false-alarm rate is determined. After maneuver detection, the system model is modified by adding a maneuver term. A recursive algorithm is proposed to estimate the maneuver magnitude. With this estimate, a modified Kalman filter is used for tracking. Simulation results demonstrate the superior performance of the algorithm, especially during target maneuvers.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">></ETX>
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