Pseudo Linear Estimator (PLE) developed for active target tracking in underwater environments. The PLE in sequential mode is considered here for this application. The results of PLE are compared with that of EKF. The results of Monte-Carlo simulation are presented for two selected scenarios. In PLE, there is no need to initialize target state vector and its covariance matrix with prior (approximate) knowledge and hence its performance is found to be better than that of EKF.
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