Target Tracking with Random Time-delay Measurements

摘要

The problem of target tracking with the delayed measurements is investigated in this paper. In many practical applications, the measurements may be randomly delayed. In these cases, the standard Kalman Filter cannot be used directly to estimate current states. A novel algorithm based on the delayed measurement is proposed to estimate the current states. In the algorithm, the equivalent delayed measurement is presented as a function of the current state. Then the Kalman Filter which the process noise and the measurement noise are correlative has been deduced. Monte Carlo simulations have been designed and the results verify the effectiveness of the algorithm.