• DocumentCode
    2111013
  • 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
  • fYear
    1993
  • fDate
    15-17 Dec 1993
  • Firstpage
    3052
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
  • Conference_Location
    San Antonio, TX
  • Print_ISBN
    0-7803-1298-8
  • Type

    conf

  • DOI
    10.1109/CDC.1993.325763
  • Filename
    325763
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2111013