An adaptive filter that is based on the Pontryagin minimum principle and the method of invariant imbedding is introduced and applied to the problem of tracking maneuvering sources. The major advantages of this approach are: (1) no model for the target dynamics is required, and (2) the signal-to-noise ratio of the observation and stations need to be known. The performance of the proposed approach (with unknown system dynamics) is compared to that of the extended Kalman filter (with known system dynamics) for the maneuvering reentry vehicle. Examples are given for different target scenarios.
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