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

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 stati...

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Bibliographic Details
Published in:IET control theory & applications 2015-08, Vol.9 (12), p.1887-1892
Main Authors: Fu, Xiaoyan, Shang, Yuanyuan, Yuan, Huimei
Format: Article
Language:English
Subjects:
Brief Papers
discrete time systems
discrete‐time stochastic systems
extensive Monte Carlo simulations
H∞ filter
H∞ filters
improved diagonal interacting multiple model algorithm
manoeuvering target tracking
Markov jump parameters
Monte Carlo methods
stochastic systems
target tracking
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Summary: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.
ISSN:1751-8644
1751-8652
1751-8652
DOI:10.1049/iet-cta.2014.0685