Index

affine transformation

auxiliary particle filter

derivation

process

angle-axis rotations, see rigid body rotation representations

Bayesian estimation

Bayes' rule

bootstrap particle filter

derivation

process

Cartesian-to-spherical transformation

Chapman-Kolmogorov equation

constant Cartesian velocity dynamic model

constant spherical velocity dynamic model

constant turn-rate simulation

coordinate transformations in multidimensional space

Cramer-Rao lower bound

application to DIFAR tracking

Gaussian additive noise

general derivation

linear models

recursive

zero process noise

cumulative distribution function

density estimation

histogram

kernel density

recursive Bayesian estimation

DIFAR

dynamic model

likelihood function

observation model

scenario simulator

signal processing

single buoy bearing track estimation, linear Kalman filter

track estimation results

auxiliary particle filter

bootstrap particle filter

extended Kalman filter

Gauss-Hermite Kalman filter

generalized Monte Carlo particle filter

spherical simplex Kalman filter

unscented Kalman filter

error ellipses

extended Kalman filter

alternate derivation of covariance prediction

constant spherical velocity state prediction

linearized

observation prediction

process block diagram

radar observation prediction

second order

state prediction

transformation of predication equations

extended Kalman particle filter

finite difference Kalman filter

alternate derivation of covariance prediction

observation prediction

process

process ...

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