Image Processing Reference
In-Depth Information
- resampling (the decision to resample is ensured by a test):
N
s t
q t δ s t
,
[6.37]
k =1
q t
=1 /N,
n =1 ,...,N.
Different forms of this filter and application examples in target motion analysis can
be found in [HUE 02]. Finally, still on the subject of filtering, models for maneuvering
targets hold great importance. Among them, we can mention a standard one, i.e. the
Singer model (with correlated noise):
x ( t )= 01
00
x ( t )+ 0
1
a ( t ) ,
[6.38]
cov w t ,w t τ = σ 2 e ατ .
a ( t )=
αa ( t )+ w ( t ) where r ( τ )
More generally, these models can be divided into the following categories:
- maneuvering models decoupled in co-ordinates:
- white noise models for which the command is a white noise,
- Markov models for which the input is a Markov process (includes the Singer
model),
- the Semi-Markov Jump Process.
- motion models: 2-D, for example, with a constant gyration rate, 3-D, ballistic;
- measurement models: cartesian, linearized, pseudo-measurements, modified po-
lar, curvilinear.
For the three categories above, we can give the following examples:
- Wiener acceleration model (discrete time):
1 TT 2 / 2
00 T
00
T 5 / 20
T 4 / 8
T 3 / 6
T 4 / 8
T 3 / 3
T 2 / 2
F =
,
Q =
;
[6.39]
T 3 / 6
T 2 / 2
1
T
- ARMA acceleration model:
01 0
0
0
0
0
1
00 β 1
β 2
x ( t )=
x ( t )+
;
[6.40]
00 0
1
00
α 2
α 1
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