A Survey of Maneuvering Target Tracking-Part VIb: Approximate Nonlinear Density Filtering in Mixed Time

This paper is Part VIb of a comprehensive survey of maneuvering target tracking without addressing the so-called measurement-origin uncertainty. It provides an in-depth coverage of various approximate density-based nonlinear filters in mixed time developed, particularly for handling the uncertainties induced by potential target maneuvers as well as nonlinearities in the dynamical systems commonly encountered in target tracking. An emphasis is given to the more recent results, especially those with good potential for tracking applications. Approximate nonlinear filtering techniques for point estimation have been covered in a previous part. Approximate nonlinear filtering in discrete time and sampling-based nonlinear filters will be surveyed in forthcoming parts.