<para xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> This paper considers recursive tracking of one mobile emitter using a sequence of time difference of arrival (TDOA) and frequency difference of arrival (FDOA) measurement pairs obtained by one pair of sensors. We consider only a single emitter without data association issues (no missed detections or false measurements). Each TDOA measurement defines a region of possible emitter locations around a unique hyperbola. This likelihood function is approximated by a Gaussian mixture, which leads to a dynamic bank of Kalman filters tracking algorithm. The FDOA measurements update relative probabilities and estimates of individual Kalman filters. This approach results in a better track state probability density function approximation by a Gaussian mixture, and tracking results near the Cramér–Rao lower bound. Proposed algorithm is also applicable in other cases of nonlinear information fusion. The performance of proposed Gaussian mixture approach is evaluated using a simulation study, and compared with a bank of EKF filters and the Cramér–Rao lower bound. </para>
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Mušicki et al. (2009) studied this question.
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