Closed-Form Distance Estimators under Kalman Filtering Framework with Application to Object Tracking

Table 1

List of main notations.

	Set of n-dimensional real column vectors
	Set of n × m real matrices
	Transpose of matrix
	Identity matrix of size n × n
	Null matrix of size n × n
	Inverse of n × n matrix A
	Trace of n × n matrix A
	Normal distribution with mean m and covariance matrix C
	Expectation operator
	Covariance (covariance matrix) of random vector xk
	Cross covariance of random vectors xk and yk
	Euclidean norm (2-norm) of vector,
	Inner product of vectors,
	Linear form (LF),
	Quadratic form (QF),
	Bilinear form (BLF),