Nonlinear Estimation of Generalized Vector Shot Processes

A class of nonlinear filters for dynamical systems driven by generalized Poisson processes is developed. One of the filters, the maximum a posteriori (MAP) filter, is shown by a numerical example to be superior to other known predictors in getting the highest target hit probabilities, and it is relatively simple to implement. This filter has applications in both fire control and air traffic control of maneuvering piloted vehicles.