Joint Sequential Detection and Trajectory Estimation with Radar Applications

The problem of signal detection and trajectory estimation of a dynamic system when a variable number of measurements can be taken is here considered. A sequential probability ratio test (SPRT) when the parameter space has infinite cardinality is proposed for the detection problem while trajectory estimation relies upon a maximum-a-posteriori (MAP) estimate. The computational costs of the proposed algorithm, whose statistics are computed through a dynamic programming (DP) algorithm, are considered and applications to radar surveillance problems are inspected.