H∞ filtering with diagonal interacting multiple model algorithm for maneuvering target tracking

Author

Fu, Xiao ; Jia, Yunde ; Du, Jinyang ; Zhang, Juyong ; Li, Wenyuan ; Liu, Xindong

Author_Institution

Seventh Res. Div., Beihang Univ. (BUAA), Beijing, China

fYear

2013

fDate

17-19 June 2013

Firstpage

6187

Lastpage

6192

Abstract

This paper is devoted to the problem of state estimate of discrete-time stochastic systems with Markov jump parameters. A robust algorithm-diagonal interacting multiple model algorithm based on H_∞ filtering (DIMMH) is presented for maneuvering target tracking when measurement noise is of unknown statistics. Extensive Monte Carlo simulations show the effectiveness and superiority of the proposed algorithm.

Keywords

H_∞ filters; Monte Carlo methods; discrete time systems; robust control; state estimation; statistical analysis; stochastic systems; target tracking; DIMMH; H∞ filtering; Markov jump parameters; discrete-time stochastic systems; extensive Monte Carlo simulations; maneuvering target tracking; measurement noise; robust algorithm-diagonal interacting multiple model algorithm; state estimate; unknown statistics; Educational institutions; Kalman filters; Markov processes; Noise; Noise measurement; Signal processing algorithms; Target tracking;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference (ACC), 2013

Conference_Location

Washington, DC

ISSN

0743-1619

Print_ISBN

978-1-4799-0177-7

Type

conf

DOI

10.1109/ACC.2013.6580808

Filename

6580808