Title :
Interacting multiple-model approach to fixed-interval smoothing
Author :
Helmick, Ronald E. ; Blair, W. Dale ; Hoffman, Scott A.
Author_Institution :
Syst. Res & Technol. Dept., Naval Surface Warfare Center, Dahlgren, VA, USA
Abstract :
A fixed-interval smoothing algorithm for linear systems with Markovian switching coefficients is developed in this paper. This smoothing algorithm uses two multiple model-filters, where one of the filters propagates in the forward-time direction and the other one propagates in the backward-time direction. Simulation results of target trajectory reconstruction for a manoeuvring target will be given to compare the performance of this smoothing algorithm to a multiple-model filter and a smoother designed using a single model
Keywords :
Markov processes; filtering and prediction theory; linear systems; Markovian switching coefficients; fixed-interval smoothing; interacting multiple-model approach; linear systems; manoeuvring target; multiple-model filters; smoothing algorithm; target trajectory reconstruction; Algorithm design and analysis; Bayesian methods; Filtering algorithms; Filters; Linear systems; Sampling methods; Smoothing methods; State estimation; Trajectory;
Conference_Titel :
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location :
San Antonio, TX
Print_ISBN :
0-7803-1298-8
DOI :
10.1109/CDC.1993.325763
