Filtering in Pairwise Markov Model With Student's t Non-Stationary Noise With Application to Target Tracking

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Filtering in Pairwise Markov Model With Student's t Non-Stationary Noise With Application to Target Tracking

Guanghua Zhang; Jian Lan; Le Zhang; Fengshou He; Shaomin Li

Hidden Markov models are widely used for target tracking, where the process and measurement noises are usually modeled as independent Gaussian distributions for mathematical simplicity. However, the independence and Gaussian assumptions do not always hold in practice. For example, in a typical target tracking application, a radar is utilized to track a non-cooperative target. Measurement noise is correlated over time since the sampling frequency of a radar is usually far greater than the bandwidth of measurement noise. Besides, when target is maneuvering, the process and measurement noises are heavy-tailed and non-Gaussian due to intrinsic data generation mechanism. In this paper, we consider a linear pairwise Markov model (PMM) with Student's t noise to model non-cooperative single target tracking without clutter and missed detections. A PMM is more general than an HMM and can be used to model correlated measurement noise or correlated process and measurement noises. The Student's t distribution is one of the most commonly used heavy-tailed distribution and can be used to address irregular target motion. We mainly focus on solving the filtering problems for the model. First, we develop a filter for the case where noise statistics are accurately known. Second, we further consider the case of non-stationary Student's t noise, and propose a novel robust filter by employing a variational Bayesian method. Finally, the effectiveness of the proposed filters is illustrated via simulation results.

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