Convergence analysis for the extended-Kalman-filter based algorithm of target tracking and identification

The joint problem of target tracking and identification was discussed previously by the authors (1991), and a tracking/identification algorithm using an extended-Kalman-filter-based associative memory (EK-FAM) was demonstrated through several examples. The convergence properties of the algorithm are discussed. Under the appropriate conditions, a contraction operator can be developed, using Banach space concepts that guarantee convergence of the algorithm.<
>