Robust TMA using the possibility particle filter (1806.00180v1)

Abstract: The problem is target motion analysis (TMA), where the objective is to estimate the state of a moving target from noise corrupted bearings-only measurements. The focus is on recursive TMA, traditionally solved using the Bayesian filters (e.g. the extended or unscented Kalman filters, particle filters). The TMA is a difficult problem and may cause the algorithms to diverge, especially when the measurement noise model is imperfect or mismatched. As a robust alternative to the Bayesian filters for TMA, we propose the recently introduced possibility filter. This filter is implemented in the sequential Monte Carlo framework, and referred to as the possibility particle filter. The paper demonstrates its superior performance against the standard particle filter in the presence of a model mismatch, and equal performance in the case of the exact model match.