This article discusses the application of the smooth variable structure filter (SVSF) on a target tracking problem. The SVSF is a relatively new predictor-corrector method used for state and parameter estimation. It is a sliding mode estimator, where gain switching is used to ensure that the estimates converge to true state values. An internal model of the system, either linear or nonlinear, is used to predict an a priori state estimate. A corrective term is then applied to calculate the a posteriori state estimate, and the estimation process is repeated iteratively. The results of applying this filter on a target tracking problem demonstrate its stability and robustness. Both of these attributes make using the SVSF advantageous over the well-known Kalman and extended Kalman filters. The performances of these algorithms are quantified in terms of robustness, resilience to poor initial conditions and measurement outliers, tracking accuracy and computational complexity.
