The modeling and optimization of the operation of autonomous weapon systems andISR systems which employ an operator and/or Autonomous Target Recognition (ATR)module for target classification calls for a theory of state estimation for discrete systems.In this paper a theory of state estimation for discrete system is developed. Sensor fusionis addressed and a recursive, Kalman filter - like state estimation algorithm, for thecase where the measurements, taken by an imperfect sensor, are discrete, is presented.
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