Those heading to army encampment: brigade on exercise? (3-2)

I believe the answer is:

tae-bo

'exercise?' is the definition.
(I've seen this before)

'those heading to army encampment brigade on' is the wordplay.
'those heading' suggests taking the first letters (the heads of the words).
The initial letters of 'to army encampment brigade on' is 'TAE-BO'.

I've seen this clue in The Independent.

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