Fair and Andrews's weighting-based IRWLS algorithms for time-delayestimation in underwater target tracking |
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Authors: | El-Hawary F Mbamalu GAN |
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Institution: | Tech. Univ. of Nova Scotia, Halifax, NS; |
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Abstract: | Underwater target tracking relies on a model relating the target states to time-delay and bearing measurements. This furnishes linearized measurement models. Problems arise due to fitting models using the least-squares procedure, whose success may depend on the assumption that the data noise distribution is Gaussian. For many cases of non-Gaussian errors, performance of the least-squares estimators is far from optimal. Robust regression procedures have been proposed to improve the performance of the least-squares procedures for non-Gaussian errors, and to enhance their performance for the Gaussian errors. Filters for time-delay estimation based on the Fair and Andrews's weighting functions of the iteratively reweighted least-squares method are proposed. Computational results are given to illustrate and compare the performances of the two filters as well as that due to ordinary least-squares filters |
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