Efficient square-root algorithms for PDA, IMM and IMMPDA filters

Author

Raghavan, Vijaya ; Pattipati, Krishna R. ; Bar-Shalom, Yaakov

Author_Institution

Dept. of Electr. & Syst. Eng., Connecticut Univ., Storrs, CT, USA

fYear

1992

fDate

1992

Firstpage

3680

Abstract

Square-root formulations have not been developed for state-of-the-art tracking algorithms. The only exception is the square-root implementation of the PDAF by R. Kenefic (1990). It is shown that there is a substantially better implementation of the square-root probabilistic data association filter (PDAF) than Kenefic´s algorithm in terms of both numerical robustness and computational efficiency. On the average, the proposed algorithm requires half the number of computations required by Kenefic´s algorithm for square-root PDAF. The same approach is extended to develop computationally efficient square-root algorithms for the interesting multiple model (IMM) and IMM probabilistic data association (IMMPDA) filters

Keywords

Kalman filters; filtering and prediction theory; IMM; IMM probabilistic data association; IMMPDA filters; PDA; PDAF; interesting multiple model; square-root algorithms; square-root probabilistic data association filter; Computational efficiency; Computer errors; Covariance matrix; Error correction; Filters; Kalman filters; Performance evaluation; Personal digital assistants; Robustness; Roundoff errors; Target tracking;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1992., Proceedings of the 31st IEEE Conference on

Conference_Location

Tucson, AZ

Print_ISBN

0-7803-0872-7

Type

conf

DOI

10.1109/CDC.1992.370962

Filename

370962