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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
⁄
2τ
m
)
00
ρ
m
The covariance matrix was derived by Singer, and it is equal to
C
11
C
12
C
13
2σ
2
τ
m
----------
C
=
C
21
C
22
C
23
(9.142)
C
31
C
32
C
3
3
where
2β
3
T
3
3
1
2β
5
2β
m
T
4β
m
Te
β
m
T
σ
2
2 β
2
T
2
---------
C
11
==
1
e
+
2β
m
T
+
---------------
(9.143)
1
2β
4
2β
m
T
β
m
T
2β
m
Te
β
m
T
β
2
T
2
C
12
=
C
21
=
---------
[
e
+
1
e
+
2β
m
T
+
]
(9.144)
1
2β
3
2β
m
T
β
m
Te
β
m
T
---------
C
13
=
C
31
=
[
1
e
]
(9.145)
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