Bayesian Estimation and Tracking: A Practical Guide

1.2 Bayesian Hierarchy of Estimation Methods

As noted above, in this book we will present a cohesive derivation of a subset of modern tracking filters. Figure 1.1 shows the hierarchy of tracking filters that will be addressed in this book. Along the left-hand side are all the Gaussian tracking filters and along the right-hand side are all of the Monte Carlo non-Gaussian filters. This figure will be our guide as we progress through our discussions on each tracking filter. We will use it to locate where we are in our developments. We may occasionally take a side trip into other interesting concepts, such as a discussion of performance measures, but for the most part we will stick to a systematic development from top to bottom and left to right. By the time we reach the bottom right, you the reader will have a comprehensive understanding of the interrelatedness of all of the Bayesian tracking filters.

Figure 1.1 Hierarchy of Bayesian estimation tracker filters.