scholarly journals Interacting multiple model-feedback particle filter for stochastic hybrid systems

Author(s):  
Tao Yang ◽  
Henk A. P. Blom ◽  
Prashant G. Mehta
2013 ◽  
Vol 2013 ◽  
pp. 1-8 ◽  
Author(s):  
Yang Wan ◽  
Shouyong Wang ◽  
Xing Qin

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 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 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 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.


2017 ◽  
Vol 70 ◽  
pp. 59-69 ◽  
Author(s):  
Xiaohong Su ◽  
Shuai Wang ◽  
Michael Pecht ◽  
Lingling Zhao ◽  
Zhe Ye

Author(s):  
Shuai Wang ◽  
Wei Han ◽  
Lifei Chen ◽  
Xiaochen Zhang ◽  
Michael Pecht

A new data-driven prognostic method based on an interacting multiple model particle filter (IMMPF) is proposed for use in the determination of the remaining useful life (RUL) of lithium-ion (Li-ion) batteries and the probability distribution function (PDF) of the uncertainty associated with the RUL. An IMMPF is applied to different state equations. The battery capacity degradation model is very important in the prediction of the RUL of Li-ion batteries. The IMMPF method is applied to the estimation of the RUL of Li-ion batteries using the three improved models. Three case studies are provided to validate the proposed method. The experimental results show that the one-dimensional state equation particle filter (PF) is more suitable for estimating the trend of battery capacity in the long term. The proposed method involving interacting multiple models demonstrated a stable and high prediction accuracy, as well as the capability to narrow the uncertainty in the PDF of the RUL prediction for Li-ion batteries.


2020 ◽  
Vol 2020 ◽  
pp. 1-19
Author(s):  
Peng Ni ◽  
Bo Zhang ◽  
Yafei Song ◽  
Mingliang Zhang

Multisensor distributed dynamic programming for collaborative warning and tracking during antimissile combat serves to meet the tracking accuracy requirements of all ballistic targets in the battlefield under the circumstance of a limited total amount of sensor resources. This paper proposes a method of multisensor distributed dynamic programming for collaborative warning and tracking based on game theory. First, starting from the target tracking algorithm, according to the characteristics of antimissile multisensor combat planning, the box particle filter (BPF) theory capable of distributed filtering and inaccurate measurement is introduced. Using the flight phase characteristics of ballistic targets, a variable structure adaptive multimodel box-based particle filter tracking method is constructed. A box particle filter with the variable structure adaptive interacting multiple model (VSAIMM-BPF) is proposed. The method solves the continuous real-time tracking problem of the ballistic target in all the phases and achieves high tracking accuracy while reducing computational complexity. Then, the motion state of each ballistic target in combat is recursively evaluated by the filtering algorithm, and the calculated sensor information gain is used as a measure to obtain more or better sensor resources for the community of interest to track the corresponding ballistic target through the game. Ultimately, the method achieves distributed dynamic programming.


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