Canonical transform for tracking with kinematic models

A canonical transform is presented that converts a coupled or uncoupled kinematic model for target tracking into a decoupled dimensionless canonical form. The coupling is due to non-zero off-diagonal terms in the covariance matrices of the process noise and/or the measurement noise, which can be used to model the coupling of motion and/or measurement between coordinates. The decoupled dimensionless canonical form is obtained by simultaneously diagonalizing the noise covariance matrices, followed by a spatial-temporal normalization procedure. This canonical form is independent of the physical specifications of an actual system. Each subsystem corresponding to a canonical coordinate is characterized by its process noise standard deviation, called the maneuver index as a generalization of the tracking index for target tracking, which characterizes completely the performance of a steady-state Kalman filter. A number of applications of this canonical form are discussed. The usefulness of the canonical transform is illustrated via an example of performance analysis of maneuvering target tracking in an air traffic control (ATC) system.

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