IMM Iterated Extended ℋ∞ Particle Filter Algorithm
Joint Authors
Wan, Yang
Wang, Shouyong
Qin, Xing
Source
Mathematical Problems in Engineering
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-04-22
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract EN
In order to solve the tracking problem of radar maneuvering target in nonlinear system model and non-Gaussian noise background, this paper puts forward one interacting multiple model (IMM) iterated extended ℋ∞ particle filter algorithm (IMM-IEHPF).
The algorithm makes use of multiple modes to model the target motion form to track any maneuvering target and each mode uses iterated extended ℋ∞ particle filter (IEHPF) to deal with the state estimation problem of nonlinear non-Gaussian system.
IEHPF is an improved particle filter algorithm, which utilizes iterated extended ℋ∞ filter (IEHF) to obtain the mean value and covariance of each particle and describes importance density function as a combination of Gaussian distribution.
Then according to the function, draw particles to approximate the state posteriori density of each mode.
Due to the high filter accuracy of IEHF and the adaptation of system noise with arbitrary distribution as well as strong robustness, the importance density function generated by this method is more approximate to the true sate posteriori density.
Finally, a numerical example is included to illustrate the effectiveness of the proposed methods.
American Psychological Association (APA)
Wan, Yang& Wang, Shouyong& Qin, Xing. 2013. IMM Iterated Extended ℋ∞ Particle Filter Algorithm. Mathematical Problems in Engineering،Vol. 2013, no. 2013, pp.1-8.
https://search.emarefa.net/detail/BIM-1011339
Modern Language Association (MLA)
Wan, Yang…[et al.]. IMM Iterated Extended ℋ∞ Particle Filter Algorithm. Mathematical Problems in Engineering No. 2013 (2013), pp.1-8.
https://search.emarefa.net/detail/BIM-1011339
American Medical Association (AMA)
Wan, Yang& Wang, Shouyong& Qin, Xing. IMM Iterated Extended ℋ∞ Particle Filter Algorithm. Mathematical Problems in Engineering. 2013. Vol. 2013, no. 2013, pp.1-8.
https://search.emarefa.net/detail/BIM-1011339
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1011339