Maneuvering Object Tracking and Movement Parameters Identification by Indirect Observations with Random Delays

Abstract

The paper presents an approach to solving the problem of unknown motion parameters Bayesian identification for the stochastic dynamic system model with randomly delayed observations. The system identification and the object tracking tasks obtain solutions in the form of recurrent Bayesian relations for a posteriori probability density. These relations are not practically applicable due to the computational challenges they present. For practical implementation, we propose a conditionally minimax nonlinear filter that implements the concept of conditionally optimal estimation. The random delays model source is the area of autonomous underwater vehicle control. The paper discusses in detail a computational experiment based on a model that is closely aligned with this practical need. The discussion includes both a description of the filter synthesis features based on the geometric interpretation of the simulated measurements and an impact analysis of the effectiveness of model special factors, such as time delays and model unknown parameters. Furthermore, the paper puts forth a novel approach to the identification problem statement, positing a random jumping change in the motion parameters values.

Keywords

• target tracking
• system identification
• stochastic dynamic observation system
• observation random delay
• stochastic filtering
• parameter identification