Comparison of a jump-diffusion tracker with a Kalman tracker: an evaluation with emphasis on air traffic control

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Abstract

A sophisticated starting point for a probabilistic approach to the radar tracking problem is a Markov jump-diffusion model for the aircraft dynamics, its control and the radar measurements. From nonlinear filtering theory, a closed form description of the evolution of the conditional distribution of this Markov process can be obtained. This jump-diffusion filter, however, is infinite dimensional and approximations are necessary for algorithmic implementation. The indirect approach of approximating the jump-diffusion by a diffusion leads to a Kalman-like tracker. The recently developed approach of approximating the jump-diffusion filter directly, leads to a bank of interacting Kalman-like trackers. The report is directed to the evaluation of tracking algorithms that are based on these two approaches. Their results are compared in an air traffic control environment. It is concluded that the jump-diffusion' tracker performs considerably better than the Kalman tracker.