Tracking a target moving in a known road network by square-root equality-constrained filtering

Abstract

In this paper, a square-root equality-constrained linear filter is used to track a target moving along a road. This choice provides a computationally efficient, algorithmically simple and numerically robust solution for the implementation of a VS-DMM (Variable Structure -Dynamic Multiple Model) filter. A performance evaluation via Monte Carlo simulations shows the effectiveness of the proposed approach. II. GENERALIZED INFORMATION ARRAYSHereafter the notation v f"V (m, Q) will be used to denote that v is a random vector of mean m and covariance Q. For the purpose of linear estimation, all the useful information on a random vector x can be represented by the following linear model: