Modified Extended Kalman Filtering for Tracking with Insufficient and Intermittent Observations

<table class="table-group" id="tab1"><tr><td><table class="table"><tr><td class="thead-hr" colspan="3"><hr/></td></tr><tr class="thead"><td align="left" rowspan="2">Multiplicative noise</td><td align="center" colspan="2">Method</td></tr><tr class="thead"><td align="center">MEKF </td><td align="center">Trilateration</td></tr><tr><td class="thead-hr" colspan="3"><hr/></td></tr><tr><td align="left"><svg height="8.68572pt" id="M190" style="vertical-align:-0.0498209pt" version="1.1" viewbox="-0.0498162 -8.6359 12.9526 8.68572" width="12.9526pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M962 650H795L470 145L347 650H176L170 622C268 613 275 606 244 503L190 322C150 188 132 126 118 91C102 50 80 33 18 28L12 0H245L251 28C175 35 170 48 174 93C177 128 191 180 220 284L292 542H294C331 392 383 150 409 4H432L774 555H776L714 137C700 40 694 34 612 28L606 0H868L874 28C793 34 784 37 797 137L849 533C859 612 863 616 956 622L962 650Z" id="g113-78"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="985" vert-adv-y="985"></glyph.data></g></svg> = diag<svg height="11.5564pt" id="M191" style="vertical-align:-2.45076pt" version="1.1" viewbox="-0.0498162 -9.10564 84.7597 11.5564" width="84.7597pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,.183)"><path d="M293 -169V-141C218 -131 209 -90 209 -44C209 19 222 85 222 152C222 207 198 255 139 269V273C199 286 222 334 222 388C222 454 209 523 209 588C209 632 218 671 293 681V709C234 709 148 695 148 577C147 513 155 438 155 372C155 337 152 291 64 285V256C152 250 155 204 155 169C156 105 148 31 148 -41C148 -157 234 -169 293 -169Z" id="g113-124"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="347" vert-adv-y="347"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,4.528,0)"><path d="M241 635C89 635 35 457 35 312C35 153 89 -12 240 -12C390 -12 443 166 443 312C443 466 390 635 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602 354 454 354 312C354 172 330 22 240 22C152 22 124 173 124 313S148 602 238 602Z" id="g113-49"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="480" vert-adv-y="480"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,64.425,0)"><path d="M113 -12C146 -12 170 11 170 46C170 78 146 103 114 103S58 78 58 46C58 11 82 -12 113 -12Z" id="g113-47"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="228" vert-adv-y="228"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,67.389,0)"><path d="M244 635C114 635 38 519 38 422C38 317 111 240 217 240C236 240 255 244 277 256L345 292C311 140 203 39 59 15L64 -15C89 -15 150 -5 204 17C339 72 440 202 440 386C440 521 368 635 244 635ZM228 602C326 602 352 479 352 390C352 370 351 347 348 324C327 308 293 296 258 296C174 296 124 369 124 458C124 517 152 602 228 602Z" id="g113-58"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="480" vert-adv-y="480"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,73.63,0)"><path d="M153 550H386L412 615L406 623H120L82 318C104 327 142 338 184 338C294 338 347 275 347 187C347 112 305 39 221 39C160 39 119 71 97 89C88 97 80 96 71 90C59 80 50 67 49 57C48 45 52 36 66 23C80 9 123 -12 169 -12C221 -11 288 15 342 59C403 109 431 165 431 225C431 308 366 395 238 395C212 395 165 379 127 364L153 550Z" id="g113-54"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="480" vert-adv-y="480"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,79.87,.183)"><path d="M283 255V284C195 290 192 337 192 375C192 436 200 508 200 580C200 696 116 709 54 709V681C127 671 139 634 139 588C138 524 125 452 125 387C125 333 149 286 209 272V268C148 253 125 206 125 151C126 87 139 16 139 -47C139 -92 127 -131 54 -141V-169C115 -169 200 -152 200 -41C200 32 192 104 192 164C192 202 195 249 283 255Z" id="g113-126"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="347" vert-adv-y="347"></glyph.data></g></svg></td><td align="center">0.1617</td><td align="center">0.4134</td></tr><tr><td align="left"><svg height="8.68572pt" id="M192" style="vertical-align:-0.0498209pt" version="1.1" viewbox="-0.0498162 -8.6359 12.9526 8.68572" width="12.9526pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M962 650H795L470 145L347 650H176L170 622C268 613 275 606 244 503L190 322C150 188 132 126 118 91C102 50 80 33 18 28L12 0H245L251 28C175 35 170 48 174 93C177 128 191 180 220 284L292 542H294C331 392 383 150 409 4H432L774 555H776L714 137C700 40 694 34 612 28L606 0H868L874 28C793 34 784 37 797 137L849 533C859 612 863 616 956 622L962 650Z" id="g113-78"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="985" vert-adv-y="985"></glyph.data></g></svg> = diag<svg height="11.5564pt" id="M193" style="vertical-align:-2.45076pt" version="1.1" viewbox="-0.0498162 -9.10564 65.9696 11.5564" width="65.9696pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g 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id="g113-47"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="228" vert-adv-y="228"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,13.732,0)"><path d="M244 635C114 635 38 519 38 422C38 317 111 240 217 240C236 240 255 244 277 256L345 292C311 140 203 39 59 15L64 -15C89 -15 150 -5 204 17C339 72 440 202 440 386C440 521 368 635 244 635ZM228 602C326 602 352 479 352 390C352 370 351 347 348 324C327 308 293 296 258 296C174 296 124 369 124 458C124 517 152 602 228 602Z" id="g113-58"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="480" vert-adv-y="480"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,19.973,0)"><path d="M95 130C70 130 46 113 46 88C46 72 54 64 59 64C93 55 121 33 121 -3C121 -41 93 -68 44 -88L55 -117C117 -98 186 -56 186 22C186 91 131 130 95 130Z" id="g113-45"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="228" vert-adv-y="228"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,25.116,0)"><path d="M241 635C89 635 35 457 35 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id="g113-47"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="228" vert-adv-y="228"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,54.907,0)"><path d="M244 635C114 635 38 519 38 422C38 317 111 240 217 240C236 240 255 244 277 256L345 292C311 140 203 39 59 15L64 -15C89 -15 150 -5 204 17C339 72 440 202 440 386C440 521 368 635 244 635ZM228 602C326 602 352 479 352 390C352 370 351 347 348 324C327 308 293 296 258 296C174 296 124 369 124 458C124 517 152 602 228 602Z" id="g113-58"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="480" vert-adv-y="480"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,61.149,.183)"><path d="M283 255V284C195 290 192 337 192 375C192 436 200 508 200 580C200 696 116 709 54 709V681C127 671 139 634 139 588C138 524 125 452 125 387C125 333 149 286 209 272V268C148 253 125 206 125 151C126 87 139 16 139 -47C139 -92 127 -131 54 -141V-169C115 -169 200 -152 200 -41C200 32 192 104 192 164C192 202 195 249 283 255Z" id="g113-126"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="347" vert-adv-y="347"></glyph.data></g></svg></td><td align="center">0.3673</td><td align="center">0.6751</td></tr><tr><td align="left"><svg height="8.68572pt" id="M194" style="vertical-align:-0.0498209pt" version="1.1" viewbox="-0.0498162 -8.6359 12.9526 8.68572" width="12.9526pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M962 650H795L470 145L347 650H176L170 622C268 613 275 606 244 503L190 322C150 188 132 126 118 91C102 50 80 33 18 28L12 0H245L251 28C175 35 170 48 174 93C177 128 191 180 220 284L292 542H294C331 392 383 150 409 4H432L774 555H776L714 137C700 40 694 34 612 28L606 0H868L874 28C793 34 784 37 797 137L849 533C859 612 863 616 956 622L962 650Z" id="g113-78"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="985" vert-adv-y="985"></glyph.data></g></svg> = diag<svg height="11.5564pt" id="M195" 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-12Z" id="g113-47"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="228" vert-adv-y="228"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,54.908,0)"><path d="M447 623H65C61 580 56 530 47 475H76C100 541 106 550 172 550H388C308 376 196 170 91 -1L98 -12L172 -2C268 204 360 408 455 611L447 623Z" id="g113-56"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="480" vert-adv-y="480"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,61.151,.183)"><path d="M283 255V284C195 290 192 337 192 375C192 436 200 508 200 580C200 696 116 709 54 709V681C127 671 139 634 139 588C138 524 125 452 125 387C125 333 149 286 209 272V268C148 253 125 206 125 151C126 87 139 16 139 -47C139 -92 127 -131 54 -141V-169C115 -169 200 -152 200 -41C200 32 192 104 192 164C192 202 195 249 283 255Z" id="g113-126"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="347" vert-adv-y="347"></glyph.data></g></svg></td><td align="center">0.4151</td><td align="center">1.1573</td></tr><tr class="table-tr"><td colspan="3"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

ADEs of the MEKF and the trilateration-based method for three cases of multiplicative noise.

Mathematical Problems in Engineering

tab1

Table 1

Table 1: Modified Extended Kalman Filtering for Tracking with Insufficient and Intermittent Observations 