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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    Title :

    Correcting for Bias in Mahalanobis and Log-Likelihood Estimates


    Contributors:
    Jorgensen, T (author) / Rothrock, R (author)


    Publication date :

    2010-10-01


    Size :

    811064 byte




    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English





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