Mahalanobis and log-likelihood estimates are used extensively in tracking systems, but are affected by residual bias and by uncertainty in covariance matrices. This paper provides a formal framework that, to some extent, justifies covariance inflation techniques and allows existing fudge factor thresholds to be interpreted in terms of residual bias covariance matrices and covariance matrix uncertainty.


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    Titel :

    Correcting for Bias in Mahalanobis and Log-Likelihood Estimates


    Beteiligte:
    Jorgensen, T (Autor:in) / Rothrock, R (Autor:in)


    Erscheinungsdatum :

    01.10.2010


    Format / Umfang :

    811064 byte




    Medientyp :

    Aufsatz (Zeitschrift)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch





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