Target Tracking Algorithm for System With Gaussian/Non-Gaussian Multiplicative Noise

The paper considers target tracking system with multiplicative noise. Gaussian white, colored and non-Gaussian multiplicative noise are taken into account. We present optimal filtering algorithms to settle tracking system contaminated by Gaussian white and colored multiplicative noise and a suboptimal filtering algorithm to tackle the non-Gaussian case. The proposed optimal filtering algorithms are derived by using projection theorem and the suboptimal filtering algorithm is deduced by applying variational Bayesian inference. Simulation results verify the effectiveness of these presented algorithms.