Real-Time Target Tracking: Optimal Determination of the Characteristics, Using Martingale Tool

✍ Scribed by Robert Bauer; Bernard Beauzamy; Christian Olivier

• Publisher: Elsevier Science
• Year: 1996
• Tongue: English
• Weight: 120 KB
• Volume: 203
• Category: Article
• ISSN: 0022-247X
• DOI: 10.1006/jmaa.1996.0397

✦ Synopsis

We study the problem of real-time target tracking: How do we use all the previous observations in order to get, at a given time, the best knowledge of the position of the target? A realistic approach is to take into account the processing time for each observation, and if the precision on the position is low, the Ž processing will take longer. As was shown by C. Olivier Real-time observability of . targets with constrained processing power, to appear , the tracking is efficient when Ž . some affine random walk characterizing the precision of the tracking is almost surely bounded. Using martingale techniques, we show that this is the case under Ž . proper and realistic conditions on the parameters.