Title :
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
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;
Conference_Titel :
American Control Conference (ACC), 2013
Conference_Location :
Washington, DC
Print_ISBN :
978-1-4799-0177-7
DOI :
10.1109/ACC.2013.6580808
