Use of the radial velocity measurement in target tracking

A new sequential filtering algorithm that incorporates the radial velocity measurement into a Kalman filter, in the presence of correlated range and radial velocity measurement errors, is presented. An analysis is given concerning its asymptotic behavior on the basis of analysis of its stochastic controllability and observability. The simulation results verify the analysis and show that the new algorithm is superior to the conventional extended Kalman filter (EKF) and close to an ideal filter.