Evaluation of the Integrated Ornstein-Uhlenbeck Process in Application to Ship Track Estimation

M. Hadzagic, H. Michalska, and D. Grenier (Canada)


Integrated Ornstein-Uhlenbeck process, Kalman filter ing, Rauch-Tung-Striebel smoothing, tracking, maritime surveillance.


In maritime surveillance, data obtained from various in formation sources usually differ to a great extent in their temporal resolution, and therefore, are usually available in batch for processing. In this paper, we implemented a recursive-based method that employs the Integrated Ornstein-Uhlenbeck process in conjunction with Kalman filtering and Rauch-Tung-Striebel optimal smoothing al gorithm and evaluated its performance in estimating ship tracks, when a batch of heteroscedastic measurements ob tained at irregular time intervals is available. The quality of the produced tracks was assessed using several scenar ios and evaluated statistically. The results of this perfor mance evaluation facilitate selecting the appropriate ap proach to data processing in maritime surveillance appli cations, hence contribute to increased maritime domain awareness.

Important Links:

Go Back