On Kalman, H, and H2 Target Tracking: Probability of Target Escape

This paper considers the Kalman, H, and H2 continuous time, steady state, target tracking problem. The target escape criteria is examined, in particular, the probability that the position estimate will suflciently degrade causing the target to be outside the radar beam width. Analytical expressions for the probability of target escape are developed not only to compare the performance of the various filters, b.ut also as a design tool to meet tracking specifications. It is shown that the Kalman and H2 trackers have a lower probability of escape than the H, tracker when the target maneuverability is Gaussian and within the tracker design setting. Conversely the H, process generally has a lower probability of escape than the Kalman and H2 trackers when the target maneuverability is a pulse acceleration.