Paper
3 September 1998 Comparison of various static multiple-model estimation algorithms
Oliver E. Drummond, X. Rong Li, Chen He
Author Affiliations +
Abstract
A static multiple-model (SMM) estimation and decision algorithm has two functions: estimate the state of the system and decide which model is the best representation of the system. This paper concentrates on static multiple-model systems, that is, there is only one mathematical model applicable to a sequence of measurements, that model is one of a number of known possible mathematical models, but which one of these models is applicable is not known. In this paper, the characteristics of both estimation and decision errors of three SMM optimal algorithms are evaluated with a variety of performance measures using a Monte Carlo simulation.
© (1998) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
Oliver E. Drummond, X. Rong Li, and Chen He "Comparison of various static multiple-model estimation algorithms", Proc. SPIE 3373, Signal and Data Processing of Small Targets 1998, (3 September 1998); https://doi.org/10.1117/12.324643
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CITATIONS
Cited by 29 scholarly publications.
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KEYWORDS
Composites

Error analysis

Monte Carlo methods

Mathematical modeling

Detection and tracking algorithms

Computer simulations

Optimization (mathematics)

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