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.
Correcting for Bias in Mahalanobis and Log-Likelihood Estimates
IEEE Transactions on Aerospace and Electronic Systems ; 46 , 4 ; 2078-2089
2010-10-01
811064 byte
Article (Journal)
Electronic Resource
English
Correcting for Bias in Mahalanobis and Log-Likelihood Estimates
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