Analysis of Target Location Error

Abstract

This presentation details the application of stochastic differential equation (SDE) models to the characterization of target location error (TLE). Use of a SDE is motivated by using an ordinary differential equation to model expected TLE as a function of range to the target and a Weiner process added to model TLE uncertainty as a function of range to the target. Inclusion of a Wiener process necessitated the use of an Ito integral; basics of Ito calculus in this application are reviewed. Both the Ornstein-Uhlenbeck (OU) and Cox-Ingersoll-Ross (CIR) models were considered. Eight test runs from a target location system were used to fit the models; the CIR model was used to characterize system performance. Results of this fit are presented.

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Document Details

Document Type
Technical Report
Publication Date
Feb 02, 2022
Accession Number
AD1158329

Entities

People

  • James Brownlow

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Bayesian Networks
  • Calculus
  • Computer Programs
  • Differential Equations
  • Equations
  • Gaussian Processes
  • Inclusions
  • Integrals
  • Markov Processes
  • Mathematics
  • Models
  • Noise
  • Random Variables
  • Random Walk
  • Stochastic Processes
  • Targets
  • Uncertainty
  • White Noise

Readers

  • Calculus or Mathematical Analysis
  • Mathematical Modeling and Probability Theory.
  • Regression Analysis.