Journal ArticleDOI
Multirate interacting multiple model filtering for target tracking using multirate models
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TLDR
A multirate interacting multiple model (MRIMM) tracking algorithm has been developed that significantly outperforms a full-rate IMM filter when no manoeuvres occur and performs comparably with the IMMfilter when manoeuvre detection occurs, with a certain amount of computational savings.Abstract:
A multirate interacting multiple model (MRIMM) tracking algorithm has been developed. The algorithm is based on a reformulation of the interacting multiple model (IMM) filter under the assumption that each model operates at an update rate proportional to the model's assumed dynamics. A set of multirate models is derived based on the geometrical interpretation of a discrete wavelet transform. A wavelet transform is used to generate equivalent multirate measurements, which exhibit the additional property of lower equivalent measurement noise for low-rate data. Using this filtering approach, the MRIMM algorithm significantly outperforms a full-rate IMM filter when no manoeuvres occur and performs comparably with the IMM filter when manoeuvres occur, with a certain amount of computational savings. This approach also has the advantages of improved sensitivity for manoeuvre detection.read more
Citations
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Journal ArticleDOI
Survey of maneuvering target tracking. Part V. Multiple-model methods
X. Rong Li,Vesselin P. Jilkov +1 more
TL;DR: A comprehensive survey of techniques for tracking maneuvering targets without addressing the so-called measurement-origin uncertainty is presented in this article, which is centered around three generations of algorithms: autonomous, cooperating, and variable structure.
Journal ArticleDOI
Approaches to Multisensor Data Fusion in Target Tracking: A Survey
Daniel Smith,S. Singh +1 more
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Brief paper: Multi-rate stochastic H∞ filtering for networked multi-sensor fusion
Yan Liang,Tongwen Chen,Quan Pan +2 more
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Bias estimation for asynchronous multi-rate multi-sensor fusion with unknown inputs
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Journal ArticleDOI
Multi-rate optimal state estimation
Yan Liang,Tongwen Chen,Quan Pan +2 more
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References
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TL;DR: Wavelets and Subband Coding offered a unified view of the exciting field of wavelets and their discrete-time cousins, filter banks, or subband coding and developed the theory in both continuous and discrete time.
Journal ArticleDOI
The interacting multiple model algorithm for systems with Markovian switching coefficients
TL;DR: In this paper, a novel approach to hypotheses merging is presented for linear systems with Markovian switching coefficients (dynamic multiple model systems) which is necessary to limit the computational requirements.