The EM algorithm and two MCMC algorithms are applied to manoeuvre detection in target tracking. These statistical methods are off-line and the intended use is to compute upper performance limits of on-line algorithms as well as for off-line analysis. A consequence of the MCMC theory is that an approximation of the a posteriori distribution for the manoeuvre times is obtained.
Indexterm och SAB-rubrik
Target tracking MCMC Em algorithm Kalman filtering Change dection