Nonlinear target tracking based on moving horizon estimation

Most actual radar tracking problems are nonlinear ones,in which there are various physical constraints.This paper introduced a method of moving horizon estimation(MHE),which was based on the principle of on-line receding optimization,to deal with such nonlinear problems effectively.By introducing the conception of arrival cost and transforming the problem of nonlinear target tracking into the process of constrained optimal state estimation on finite horizon,MHE could effectively reduce the computation burden of solving optimization and notably improve the precision of state estimation.This paper studied the actual nonlinear target tracking problem,and the simulation results show that MHE can effectively improve the tracking accuracy.