Performance enhancement of the IMM estimation by smoothing

Author

Jilkov, Vesselin P. ; Li, X. Rong ; Lu, Li Lei

Author_Institution

Dept. of Electr. Eng., New Orleans Univ., LA, USA

Volume

1

fYear

2002

fDate

8-11 July 2002

Firstpage

713

Abstract

This paper proposes and investigates an enhancement of the IMM estimation (referred to as smoothing-enhanced IMM or SE-IMM) at the expense of a reasonable increase in computation. It is based on improved reinitialization of the IMM filter by IMM smoothing. An approximate IMM smoothing (IMMS) algorithm is provided. To maintain a minimum overall computational load, the SE-IMM scheme is applied only in the transitional regimes of the IMM filter when the dominant model changes. A cumulative sums (CUSUM)-type statistical test is formulated and employed for the problem of model change detection/estimation. An investigation of the efficiency of the proposed smoothing-enhanced IMM estimation is performed by simulation of a maneuvering target tracking scenario.

Keywords

filtering theory; smoothing methods; target tracking; CUSUM; IMM estimation; IMM filter; SE-IMM; cumulative sums; maneuvering target tracking; smoothing-enhanced IMM; target tracking; Change detection algorithms; Estimation error; Filters; History; Smoothing methods; Target tracking; Testing;

fLanguage

English

Publisher

ieee

Conference_Titel

Information Fusion, 2002. Proceedings of the Fifth International Conference on

Conference_Location

Annapolis, MD, USA

Print_ISBN

0-9721844-1-4

Type

conf

DOI

10.1109/ICIF.2002.1021225

Filename

1021225