An improvement to the interacting multiple model (IMM) algorithm
IEEE Transactions on Signal Processing
IEEE Transactions on Signal Processing
Brief paper: Detection and estimation for abruptly changing systems
Automatica (Journal of IFAC)
State estimation for Markovian Jump Linear Systems with bounded disturbances
Automatica (Journal of IFAC)
Hi-index | 22.15 |
This paper presents a new algorithm for tracking a maneuvering target modeled as a class of Markov jump linear systems. The proposed algorithm consists of two interacting multiple model-extended Viterbi (IMM-EV) algorithms, coupled with proposed detection schemes for maneuver occurrences and terminations as well as for switching initializations. Combined performance strengths of the two IMM-EV algorithms are utilized via switching from one IMM-EV algorithm to the other. Appropriate design parameter values are derived for the detection schemes of maneuver occurrences and terminations. The results demonstrate that the proposed algorithm can be a viable alternative to several well-known tracking methods.