An interacting multiple model algorithm with a switching Markov chain

  • Authors:
  • Z. Ding;L. Hong

  • Affiliations:
  • Department of Electrical Engineering, Wright State University Dayton, OH 45435, U.S.A.;Department of Electrical Engineering, Wright State University Dayton, OH 45435, U.S.A.

  • Venue:
  • Mathematical and Computer Modelling: An International Journal
  • Year:
  • 1997

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Abstract

A Markov chain plays an important role in an interacting multiple model (IMM) algorithm which has been shown to be effective for target tracking systems. Such systems are described by a mixing of continuous states and discrete modes. The switching between system modes is governed by a Markov chain. In real world applications, this Markov chain may change or needs to be changed. Therefore, one may be concerned about a target tracking algorithm with the switching of a Markov chain. This paper concentrates on fault-tolerant algorithm design and algorithm analysis of IMM estimation with the switching of a Markov chain. Monte Carlo simulations are carried out and several conclusions are given.