Constrained target tracking based on moving horizon estimation
基于滚动时域估计的带约束运动目标跟踪*

This paper introduced a method of Moving Horizon Estimation (MHE) to solve the problem of physical constraints in actual moving target tracking. Based on moving optimization online, MHE transformed the problem of target tracking into the process of constrained optimal state estimation on finite horizon. Meanwhile, MHE reduced the computation burden by introducing the conception of Arrival Cost The paper also gave a Monte Carlo simulation of moving target tracking based on MHE, sufficiently considering the physical constraints. The simulation results show that, MHE can improve the tracking accuracy and complete the optimization within the period of sampling. It meets the demands of estimation-online.