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Many tracking applications need to deal with the randomly sampled measurements, for which the traditional recursive estimation method may fail. Moreover, getting the accurate dynamic model of the target becomes more difficult. Therefore, it is necessary to update the dynamic model with the real-time information of the tracking system. This paper provides a solution for the target tracking system with randomly sampling measurement. Here, the irregular sampling interval is transformed to a time-varying parameter by calculating the matrix exponential, and the dynamic parameter is estimated by the online estimated state with Yule-Walker method, which is called the closed-loop estimation. The convergence condition of the closed-loop estimation is proved. Simulations and experiments show that the closed-loop estimation method can obtain good estimation performance, even with very high irregular rate of sampling interval, and the developed model has a strong advantage for the long trajectory tracking comparing the other models

Closed-Loop Estimation for Randomly Sampled Measurements in Target Tracking System