simuTargetClutter function

Simulate A Moving Target in Clutter

The function simulates a target signal under clutter environment.

simuTargetClutter(nobs, pd, ssw, ssv, xx0, ss0, nyy, yrange)

Arguments

• nobs: the number observations.
• pd: the probability to observe the true signal.
• ssw: the standard deviation in the state equation.
• ssv: the standard deviation for the observation noise.
• xx0: the initial location.
• ss0: the initial speed.
• nyy: the dimension of the data.
• yrange: the range of data.

Returns

The function returns a list with components: - xx: the location.

• ss: the speed.

• ii: the indicators for whether the observation is the true signal.

• yy: the data.

Examples

data=simuTargetClutter(30,0.5,0.5,0.5,0,0.3,3,c(-30,30))

References

Tsay, R. and Chen, R. (2018). Nonlinear Time Series Analysis. John Wiley & Sons, New Jersey.