Browsing Reprints by Subject "Covariance"
Now showing items 1-3 of 3
-
Bayesian multi-class covariance matrix filtering for adaptive environment learning
(CMRE, 2019/05)Covariance matrix estimation is a crucial task in adaptive signal processing applied to several surveillance systems, including radar and sonar. In this paper we propose a dynamic environment learning strategy to track ... -
The impact of covariance localization on the performance of an ocean EnKF system assimilating glider data in the Ligurian Sea
(CMRE, 2019/05)Data assimilation through an ensemble Kalman filter (EnKF) is not exempt from deficiencies, including the generation of long-range unphysical correlations that degrade its performance. The covariance localization technique ... -
Multiple sensor measurement updates for the extended target tracking random matrix model
(CMRE, 2019/06)In this paper, multiple sensor measurement update is studied for a random matrix model. Four different updates are presented and evaluated: three updates based on parametric approximations of the extended target state ...