Tracking Filter Engineering: The GaussNewton and Polynomial Filters

This book provides a complete discussion of the GaussNewton filters, including all necessary theoretical background. This book also covers the expanding and fading memory polynomial filters based on the Legendre and Laguerre orthogonal polynomials, and how these can serve as prefilters for GaussNewton. Of particular interest is a new approach to the tracking of manoeuvring targets that the GaussNewton filters make possible. Fourteen carefully constructed computer programs demonstrate the use and power of GaussNewton and the polynomial filters. Two of these also include Kalman and Swerling filters in addition to GaussNewton, all three of which process identical data that have been prefiltered by polynomial filters. These two programs demonstrate Kalman and Swerling instability, to which GaussNewton is immune, and also the fact that if an attempt is made to forestall Kalman/Swerling instability by the use of a Q matrix, then they cease to be CramrRao consistent and become less accurate than the always CramrRao consistent GaussNewton filters.