Sequential Transmit Covariance Optimization for Wireless Tracking Exploiting Observation History

Abstract: This paper studies a multiple-input multiple-output (MIMO) radar tracking system, where a multi-antenna base station (BS) aims to track the location of a moving target over multiple time slots based on the observed echo signals, initial prior probability density function (PDF) of the target state, and state evolution model. By exploiting the realized observation history in the past time slots, the BS sequentially updates the predictive state information and designs the transmit covariance matrix before collecting the current echo observation. Considering a Gaussian random-walk model for the target location and a Gauss-Markov model for the complex radar cross-section (RCS) coefficient, we propose an effective method to characterize the predictive PDF conditioned on the realized observation history via Gaussian approximation. Based on this, we derive the conditional posterior Fisher information matrix (PFIM) for the target state, and further characterize the conditional posterior Cramér-Rao bound (PCRB) for the mean-squared error (MSE) in estimating the target's location state as an explicit expression of the transmit covariance matrix. Next, we formulate the sequential transmit covariance matrix optimization problem to minimize the conditional PCRB for each time slot. Despite the non-convexity of the problem, we obtain the optimal solution via the Schur complement technique. Numerical results show that the proposed design effectively exploits the realized observation history, achieves a lower conditional PCRB than the benchmark schemes, and improves tracking accuracy over time.