A Survey of Maneuvering Target Tracking: Approximation Techniques for Nonlinear Filtering

This is a part of Part VI (nonlinear filtering) of a series of papers that provide a comprehensive survey of techniques for tracking maneuvering targets without addressing the so-called measurement-origin uncertainty. Part I [52] and Part II [48] deal with target motion models. Part III [49], Part IV [50], and Part V [51] cover measurement models, maneuver detection based techniques, and multiple-model methods, respectively. This part surveys approximation techniques for point estimation of nonlinear dynamic systems that are general, applicable to a wide spectrum of nonlinear filtering problems, especially those in the context of maneuvering target tracking. Three classes of such techniques are surveyed here: function approximation, moment approximation, and stochastic model approximation.