2.1 TWO-STATE KALMAN FILTER Up to now we have used a deterministic description for the target motion. Speciﬁcally, we have assumed a target having a constant-velocity motion as given by _ x nþ1 ¼ x n þ T x n _ _ x nþ1 ¼ x n ð1:1-1aÞ ð1:1-1bÞ
In the real world the target will not have a constant velocity for all time. There is actually uncertainty in the target trajectory, the target accelerating or turning at any given time. Kalman allowed for this uncertainty in the target motion by adding a random component to the target dynamics [19,...