概率最邻近数据关联算法

$$\begin{array}{c} \hat{\boldsymbol{X}}(k \mid k)=\hat{\boldsymbol{X}}(k \mid k-1) \\ \boldsymbol{P}(k \mid k)=\boldsymbol{P}(k \mid k-1)_{M_{0}}=\boldsymbol{P}(k \mid k-1)+\frac{P_{\mathrm{D}} P_{\mathrm{G}}\left(1-C_{\tau g}\right)}{1-P_{\mathrm{D}} P_{\mathrm{G}}} \boldsymbol{K}(k) \boldsymbol{S}(k) \boldsymbol{K}^{\prime}(k) \end{array}$$