Constrained moving target tracking based on moving horizon estimation using online optimization

Constrained moving target tracking with physical constraints remains to be the most challenging problem in state estimation. To address this problem, moving horizon estimation (MHE) using online optimization strategy is introduced in this paper. We transform constrained target tracking problem into constrained optimal state estimation with finite horizon. The computation burden of MHE is reduced apparently by introducing the arrive cost. At the end of this paper, the Monte Carlo simulation of constrained moving target tracking is given. The simulation results show that MHE can solve the actual constrained moving target tracking problem effectively, and improve the tracking accuracy, having a better result than Kalman filter. ©, 2015, Binary Information Press. All right reserved.