Performance enhancement of the IMM estimation by smoothing

V.P. Jilkov1, X.R. Li2, Lei Lu1
1Department of Electrical Engineering, University of New Orleans, New Orleans, LA, USA
2Department of Electrical Engineering, University of New Orleans, New Orleans, LA

Tóm tắt

This paper proposes and investigates an enhancement of the IMM estimation (referred to as smoothing-enhanced IMM or SE-IMM) at the expense of a reasonable increase in computation. It is based on improved reinitialization of the IMM filter by IMM smoothing. An approximate IMM smoothing (IMMS) algorithm is provided. To maintain a minimum overall computational load, the SE-IMM scheme is applied only in the transitional regimes of the IMM filter when the dominant model changes. A cumulative sums (CUSUM)-type statistical test is formulated and employed for the problem of model change detection/estimation. An investigation of the efficiency of the proposed smoothing-enhanced IMM estimation is performed by simulation of a maneuvering target tracking scenario.

Từ khóa

#Smoothing methods #Target tracking #Filters #Change detection algorithms #Testing #Estimation error #History

Tài liệu tham khảo

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