Abstract
Positioning and tracking a moving target from limited positional information is a frequently-encountered problem. For given noisy observations of the target’s position, one wants to estimate the true trajectory and reconstruct the full phase space including velocity and acceleration. The shadowing filter offers a robust methodology to achieve such an estimation and reconstruction. Here, we highlight and validate important merits of this methodology for real-life applications. In particular, we explore the filter’s performance when dealing with correlated or uncorrelated noise, irregular sampling in time and how it can be optimised even when the true dynamics of the system are not known.
Subject
Electrical and Electronic Engineering,Biochemistry,Instrumentation,Atomic and Molecular Physics, and Optics,Analytical Chemistry
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