Correcting for Bias in Mahalanobis and Log-Likelihood Estimates

被引：2

作者：

Jorgensen, T. ^{[1
]}

Rothrock, R. ^{[1
]}

机构：

[1] COBHAM Analyt Solut, Arlington, VA 22209 USA

来源：

IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS | 2010年 / 46卷 / 04期

关键词：

TRACKING;

D O I：

10.1109/TAES.2010.5595617

中图分类号：

V [航空、航天];

学科分类号：

08 ; 0825 ;

摘要：

Mahalanobis and log-likelihood estimates are used extensively in tracking systems, but are affected by residual bias and by uncertainty in covariance matrices. This paper provides a formal framework that, to some extent, justifies covariance inflation techniques and allows existing fudge factor thresholds to be interpreted in terms of residual bias covariance matrices and covariance matrix uncertainty.

引用

页码：2078 / 2089

页数：13

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