• DocumentCode
    25532
  • Title

    Improved diagonal interacting multiple model algorithm for manoeuvering target tracking based on H∞ filter

  • Author

    Xiaoyan Fu ; Yuanyuan Shang ; Huimei Yuan

  • Author_Institution
    Coll. of Inf. Eng., Capital Normal Univ., Beijing, China
  • Volume
    9
  • Issue
    12
  • fYear
    2015
  • fDate
    8 6 2015
  • Firstpage
    1887
  • Lastpage
    1892
  • Abstract
    This study 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 is presented for manoeuvering target tracking when noise of measurement 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; stochastic systems; target tracking; H∞ filter; Markov jump parameters; discrete-time stochastic systems; extensive Monte Carlo simulations; improved diagonal interacting multiple model algorithm; manoeuvering target tracking;
  • fLanguage
    English
  • Journal_Title
    Control Theory & Applications, IET
  • Publisher
    iet
  • ISSN
    1751-8644
  • Type

    jour

  • DOI
    10.1049/iet-cta.2014.0685
  • Filename
    7166508
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=25532