Domain Pursuit Method for Tracking Ballistic Targets

摘要

In this report, a fast optimal nonlinear filter is developed. This fast filter is based on two techniques: (1) splitting of the convection and diffusion operators and (2) tracking of the important domains (windows) with iterative reduction of the window size; a domain pursuit technique. As a result, the domain of interest is determined adaptively. The developed nonlinear filtering algorithm is then applied to a real problem of tracking ballistic targets in six dimensions. Simulation results for this problem demonstrate the fairly high statistical accuracy, efficiency, and real time performance of the proposed algorithm. These results also show that the developed method is much more accurate compared to the traditional extended Kalman filter.