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30 July 1998 Multiple-model filtering
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Abstract
This paper investigates the existence and design of optimal, multiple model filters for target tracking using different local models. Two models are used: a constant velocity and a constant acceleration model. Sufficient conditions are derived that guarantee the existence of optimal multiple model filters. The problem is then solved for the case where the switching gains are diagonal matrices. The performance of the derived multiple model filter is evaluated using a simulated target trajectory.
© (1998) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
Theodore R. Rice and Ali T. Alouani "Multiple-model filtering", Proc. SPIE 3365, Acquisition, Tracking, and Pointing XII, (30 July 1998); https://doi.org/10.1117/12.317501
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