Maneuvering target tracking with colored noise

Wen Rong Wii, Dah Chung Chang

Research output: Contribution to journalArticlepeer-review

51 Scopus citations


It is known thai colored noise may degrade the performance of a tracking algorithm. A common remedy is to model colored noise as an autorcgressivc (AR) process and apply the measurement difference method. One problem with the approach is that the AR parameters are usually unknown. In this work, we propose a new method to adaptively estimate the AR parameters. It is shown that this method is simple and practically feasible. We incorporate our method into the interacting multiple model (IMM) tracking algorithm and show that the performance is almost as good as that in the known parameters case.

Original languageEnglish
Pages (from-to)1311-1320
Number of pages10
JournalIEEE Transactions on Aerospace and Electronic Systems
Issue number4
StatePublished - 1996


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