On Signal Fluctuations in Tracking Systems

All tracking systems suffer, to some extent, from signal level fluctuations. The signal fluctuations are modeled by a Gaussian process and the noise performance of both linear and nonlinear first-order tracking systems is considered. In the nonlinear case, the Ito versus Stratonovich calculus difficulty arises, but it is resolved to make sense physically. Several analytical results are obtained which are useful in analyses of tracking systems.