NTS (version 1.1.2)

simuTargetClutter: Simulate A Moving Target in Clutter

Description

The function simulates a target signal under clutter environment.

Usage

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.

Value

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.

References

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

Examples

# NOT RUN {
data=simuTargetClutter(30,0.5,0.5,0.5,0,0.3,3,c(-30,30))
# }