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where
β m
is equal to
1 τ m
. The maneuvering variance using SingerÓs model
is given by
2
A max
σ 2
-----------
=
[
14 P max
+
–
P 0
]
(9.139)
3
A max
is the maximum target acceleration with probability
P max
and the term
P 0
defines the probability that the target has no acceleration.
The transition matrix that corresponds to the Singer filter is given by
1
β 2
------
1
T
(
–
1
++
β m T
ρ m
)
Φ
=
(9.140)
1
β m
01
------
(
1 ρ m
–
)
0 0
ρ m
Note that when is small (the target has constant acceleration),
then Eq. (9.140) reduces to Eq. (9.114). Typically, the sampling interval is
much less than the maneuvering time constant ; hence, Eq. (9.140) can be
accurately replaced by its second order approximation. More precisely,
T β m
=
T τ m
T
τ m
T 2
1
T
2
Φ
=
(9.141)
01 T 1
(
–
T
m
)
00
ρ m
The covariance matrix was derived by Singer, and it is equal to
C 11
C 12
C 13
2
τ m
----------
C
=
C 21
C 22
C 23
(9.142)
C 31
C 32
C 3 3
where
3 T 3
3
1
5
–
m T
m Te β m T
–
σ 2
2 β 2 T 2
---------
C 11
==
1
–
e
+
m T
+
---------------
–
–
(9.143)
1
4
–
m T
–
β m T
m Te β m T
–
β 2 T 2
C 12
=
C 21
=
---------
[
e
+
1
– e
+
–
m T
+
]
(9.144)
1
3
–
m T
– β m Te β m T
–
---------
C 13
=
C 31
=
[
1
–
e
]
(9.145)
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