Multiple-model filtering

Theodore R. Rice; Ali T. Alouani

doi:10.1117/12.317501

30 July 1998 Multiple-model filtering

Theodore R. Rice, Ali T. Alouani

Proceedings Volume 3365, Acquisition, Tracking, and Pointing XII; (1998) https://doi.org/10.1117/12.317501
Event: Aerospace/Defense Sensing and Controls, 1998, Orlando, FL, United States

Abstract

This paper investigates the existence and design of optimal, multiple model filters for target tracking using different local models. Two models are used: a constant velocity and a constant acceleration model. Sufficient conditions are derived that guarantee the existence of optimal multiple model filters. The problem is then solved for the case where the switching gains are diagonal matrices. The performance of the derived multiple model filter is evaluated using a simulated target trajectory.

Citation Download Citation

Theodore R. Rice and Ali T. Alouani "Multiple-model filtering", Proc. SPIE 3365, Acquisition, Tracking, and Pointing XII, (30 July 1998); https://doi.org/10.1117/12.317501

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