Fitting for smoothing: A methodology for continuous-time target track estimation

A preliminary framework for inferring continuoustime target trajectory (namely "track") is given for a class of target tracking problems in which the target is subject to a rather smooth evolving process in time series, such as tracking passenger aircrafts or ships that have scheduled routes. As the core idea, the distant estimates given over time by a recursive estimator are 'fitted' by using a function of continuous-time, which can be then used to infer the state for any time instants in the effective fitting period, either the past (like conventional smoothing, but curried out online) or the future (including long-term prediction). This regression analysis methodology, referred to as fitting for smoothing (F4S), also facilitates combating misdetection and outliers from which most existing tracking systems suffer. Simulations are provided to illustrate how it works and benefits in either cluttered or non-cluttered environments, with either a single target or multiple targets.