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Tài liệu Tracking and Kalman filtering made easy P3 pdf

Tài liệu Tracking and Kalman filtering made easy P3 pdf

Ngày tải lên : 14/12/2013, 14:15
... range–Doppler ambiguity can be made into a nonproblem in those situations where it is satisfactory to know the target range at a time other than the time at which the measurement is made. Specifically, the ... Figure 3.1-1 for spiky sea clutter, rain clutter, lognormal 111 Tracking and Kalman Filtering Made Easy. Eli Brookner Copyright # 1998 John Wiley & Sons, Inc. ISBNs: 0-471-18407-1 (Hardback); ... procedure. 3.3.2 Other Association Approaches With the nearest-neighbor approach described above a decision is made relative to which track a detection is to be associated with at the time of the update, a decision...
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Tài liệu Tracking and Kalman filtering made easy P7 pdf

Tài liệu Tracking and Kalman filtering made easy P7 pdf

Ngày tải lên : 24/12/2013, 01:17
... discounted, least-squares weighting as done in (1.2-34); that is, we 239 Tracking and Kalman Filtering Made Easy. Eli Brookner Copyright # 1998 John Wiley & Sons, Inc. ISBNs: 0-471-18407-1 (Hardback); ... semi-infinite set of measurements. For example, if the latest measurement is at time n and the target made a turn at data sample n-10, then we do not want the samples prior to the n À 10 affecting the...
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Tài liệu Tracking and Kalman filtering made easy P9 pdf

Tài liệu Tracking and Kalman filtering made easy P9 pdf

Ngày tải lên : 24/12/2013, 01:17
... estimate X Ã nþ1;nþ1 from the set of data consisting of Y ðnÞ 260 Tracking and Kalman Filtering Made Easy. Eli Brookner Copyright # 1998 John Wiley & Sons, Inc. ISBNs: 0-471-18407-1 (Hardback); ... vector at time n À i, be linearly related to X nÀi in the error-free situation. The Y nÀi can be made up to multiple measurements obtained at the time n À i as in (4.1-1a) instead of a single measurement ... the minimum-variance estimate of X Ã nþ1;nþ1 using Y nþ1 and X Ã n;n together with their variances. No use is made of the original data set Y ðnÞ . This says that the estimate X Ã n;n and its covariance matrix...
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