Multirate interacting multiple model filtering for target tracking

Lang Hong; Gwo-Jieh Wang; Michael W. Logan; Thomas P. Donohue

doi:10.1117/12.217704

1 September 1995 Multirate interacting multiple model filtering for target tracking

Lang Hong, Gwo-Jieh Wang, Michael W. Logan, Thomas P. Donohue

Proceedings Volume 2561, Signal and Data Processing of Small Targets 1995; (1995) https://doi.org/10.1117/12.217704
Event: SPIE's 1995 International Symposium on Optical Science, Engineering, and Instrumentation, 1995, San Diego, CA, United States

Abstract

A Multirate Interacting Multiple Model tracking algorithm is developed in this paper. The algorithm is based on a reformulation of the interacting multiple model (IMM) filter under the assumption that each model operates at an update rate proportional to the model's assumed dynamics. A wavelet transform is used to generate equivalent multirate measurements, which exhibit the additional property of lower equivalent measurement noise for low-rate data. Using this filtering approach performance virtually equivalent to a full IMM filter can be realized but with only a moderated increase in computational complexity over a single Kalman filter.

Citation Download Citation

Lang Hong, Gwo-Jieh Wang, Michael W. Logan, and Thomas P. Donohue "Multirate interacting multiple model filtering for target tracking", Proc. SPIE 2561, Signal and Data Processing of Small Targets 1995, (1 September 1995); https://doi.org/10.1117/12.217704

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