根据目标的速度有界这一客观事实，提出了一种对目标跟踪滤波的新方法。运用拉格郎日乘子法，把目标的速度界这一限制条件加入到滤波器中，更新滤波值表达式，从而提高跟踪性能。蒙特卡罗模拟结果表明，无论对目标运动的匀束段还是机动段，其滤波性能都有明显的。

This paper presents a new method for target tracking and filtering. It takes into account constrains on target velocity and acceleration bound. Then using Lagrangian multipliers the optimum state estimate can be found. Monte Carlo simulation results show that the method has a higher tracking perfomance not only for straight-line constant-velocity targets but also for maneuvering targets.

TN953