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Workshop proceeding - final.pdf - Faculty of Information and ...

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As illustrated in Fig.4, the structure information <strong>of</strong> the ambiguous range-Doppler maps can be well<br />

exploited to limit the search region to a small set <strong>of</strong> admissible locations <strong>and</strong> ambiguity numbers.<br />

Limiting the search region can reduce the computational burden.<br />

Once the merit function <strong>of</strong> last frame has been calculated, the outer maximization <strong>of</strong> (29) is<br />

performed to yield the last location <strong>and</strong> ambiguity number estimates<br />

( xˆ<br />

, mˆ<br />

) = argmax I ( x , m )<br />

(35)<br />

k k k k k<br />

xk,<br />

mk<br />

The previous location <strong>and</strong> ambiguity number estimates are found by tracing backwards from ( xˆ<br />

, ˆ<br />

k<br />

mk)<br />

.<br />

A <strong>final</strong> remark is that the merit function in (34) consists <strong>of</strong> two parts, the measurement<br />

information part <strong>and</strong> the transition probability information parts (including mode conditioned state<br />

transition <strong>and</strong> state dependent mode transition). When the noise σ<br />

2 is known to be very high, the<br />

measurement information part represented by the first two terms is trivial. As a consequence, the<br />

transition probability information parts are much more relied to determine the target trajectory. When<br />

there is no prior information about the target dynamics, all transition probabilities from feasible<br />

previous state <strong>and</strong> mode to the current state <strong>and</strong> mode can be assumed equal. The first two terms in the<br />

maximization can be treated as constants <strong>and</strong> dropped.<br />

5.2 Unknown Nuisance Parameters<br />

k<br />

When the nuisance parameter B is unknown, we assume it’s an unknown deterministic sequence.<br />

k<br />

k<br />

In fact, the target power sequence U = ( u1,..., u k<br />

) in B could also be considered as a Markov sequence,<br />

but for TBD application, this information is weak comparing to the information on the Markovian<br />

k<br />

k<br />

k<br />

property <strong>of</strong> X <strong>and</strong> Μ . For the deterministic parameter B without a priori information, its MAP<br />

k<br />

k<br />

estimate is equivalent to its ML estimate. The MAP estimates <strong>of</strong> X <strong>and</strong> Μ , <strong>and</strong> ML estimates <strong>of</strong><br />

k<br />

k k k k<br />

B can be obtained by maximizing the conditional joint PDF p( Z , X , Μ | B ).<br />

ˆ k<br />

( , ˆ k<br />

, ˆ k k k k k<br />

X Μ B ) = arg max p( X , Μ , Z | B ) (36)<br />

,<br />

k k k X Μ , B<br />

The above maximization is split into two parts<br />

ˆ k ˆ k ˆk k k k k<br />

( X , Μ , B ) = argmax<br />

⎡<br />

max p( , , | )<br />

⎤<br />

, k 1<br />

,<br />

k 1<br />

k ,<br />

k<br />

k m ⎢<br />

X Μ Z B<br />

x − −<br />

⎣X Μ B<br />

⎥<br />

(37)<br />

⎦<br />

The inner maximization is denoted by<br />

( , ) max ( k , k , k | k<br />

Γ x m = p X M Z B ) (38)<br />

k k k<br />

,<br />

X<br />

k−1 Mk−<br />

1 , Bk<br />

The desired iterative relation is obtained using Bayes’ theorem to express Γ<br />

k<br />

k<br />

<strong>of</strong> Γ ( x , m ). Since X is independent <strong>of</strong> B , from Bayes’ theorem it follows that<br />

k k k<br />

p<br />

k+ 1 k+ 1 k+ 1 k+<br />

1<br />

( X , Μ , Z | B )<br />

k+<br />

1 k k k k+1<br />

=( p zk+ 1, xk+ 1, mk+<br />

1| xk, mk, B ) p( Z , X , Μ | B )<br />

zk +1<br />

xk + 1<br />

b<br />

k + 1<br />

, while k + 1<br />

( x , m<br />

k+ 1 k+ 1 k+<br />

1<br />

) in terms<br />

Since the depends only on <strong>and</strong><br />

x depends on xk<br />

<strong>and</strong> mk<br />

; m<br />

k + 1<br />

depends<br />

on x <strong>and</strong> m , the first term on the right side <strong>of</strong> (39) is broken down into<br />

k k<br />

k+<br />

1<br />

( zk+ 1, xk+ 1, k+<br />

1| xk, k, B )<br />

p m m<br />

(40)<br />

= p( zk+ 1| xk+ 1, bk+ 1) p( xk+ 1| xk, mk) p( mk+<br />

1| xk, mk)<br />

Using (39) <strong>and</strong> (40), we can write Γk+ 1( x<br />

k+ 1,<br />

mk+<br />

1)<br />

in the form<br />

Γk+ 1( xk+ 1, mk+<br />

1)<br />

k+ 1 k+ 1 k+ 1 k+<br />

1<br />

= max p( X , Μ , Z | B )<br />

,<br />

Xk , Μk Bk+<br />

1<br />

= max p( zk+ 1| xk+ 1, bk+ 1) max { p( xk+ 1| xk, mk) p( mk+<br />

1| mk, xk) Γk( xk, mk)<br />

}<br />

bk+<br />

1<br />

xk,<br />

mk<br />

which is the required iterative equation. We work with the natural logarithm <strong>of</strong> (41) to transform the<br />

merit function into an additive function<br />

Γk+ 1( xk+ 1, mk+<br />

1)<br />

= max ln p( z | x , b ) +<br />

(42)<br />

bk<br />

+ 1<br />

xk,<br />

mk<br />

k+ 1 k+ 1 k+<br />

1<br />

{ p x x m + p m m x +Γ x m }<br />

max ln ( | , ) ln ( | , ) ( , )<br />

k+ 1 k k k+<br />

1 k k k k k<br />

(39)<br />

(41)<br />

18

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