scholarly journals Interacting Multiple Model (IMM) Fifth-Degree Spherical Simplex-Radial Cubature Kalman Filter for Maneuvering Target Tracking

Sensors ◽  
2017 ◽  
Vol 17 (6) ◽  
pp. 1374 ◽  
Author(s):  
◽  
Keyword(s):  
Kalman Filter ◽  
Target Tracking ◽  
Interacting Multiple Model ◽  
Multiple Model ◽  
Maneuvering Target Tracking ◽  
Maneuvering Target ◽  
Cubature Kalman Filter ◽  
Spherical Simplex

Maneuvering Target Tracking Algorithm Based on IMMSCKF

2013 ◽  
Vol 419 ◽  
pp. 145-150
Author(s):  
Jian Wang Hu ◽  
Peng Zhou ◽  
Hao Xie ◽  
Le Luo ◽  
Hou Bo He
Keyword(s):  
Kalman Filter ◽  
Target Tracking ◽  
Interacting Multiple Model ◽  
Weighted Sum ◽  
Square Root ◽  
Multiple Model ◽  
Maneuvering Target Tracking ◽  
Switching Speed ◽  
Maneuvering Target ◽  
Cubature Kalman Filter

Aiming at the tracking filters are liable to diverge and the tracking precision is low when tracking nonlinear maneuvering target, an Interacting Multiple Model Square-root Cubature Kalman Filter (IMMSCKF) is developed by introducing Square-root Cubature Kalman Filter (SCKF) into Interacting Multiple Model (IMM). This method uses SCKF for filtering each model, the weighted sum of the outputs of all parallel SCKF is taken as the output of IMMSCKF. Simulation shows that IMMSCKF has higher precision, quicker model switching speed, and smaller calculation cost compared with IMMUKF.

scholarly journals IMM Fifth-Degree Spherical Simplex-Radial Cubature Filter for Maneuvering Target Tracking

2017 ◽  
Author(s):  
Hua Liu ◽  
Wen Wu
Keyword(s):  
Target Tracking ◽  
Tracking Performance ◽  
Interacting Multiple Model ◽  
Multiple Model ◽  
Scenario Simulation ◽  
Tracking Accuracy ◽  
Maneuvering Target Tracking ◽  
Switching Speed ◽  
Maneuvering Target ◽  
Spherical Simplex

For improving the tracking accuracy and model switching speed of maneuvering target tracking in nonlinear systems, a new algorithm named interacting multiple model fifth-degree spherical simplex-radial cubature filter (IMM5thSSRCKF) is proposed in this paper. The new algorithm is a combination of the interacting multiple model (IMM) filter and fifth-degree spherical simplex-radial cubature filter (5thSSRCKF). The proposed algorithm makes use of Markov process to describe the switching probability among the models, and uses 5thSSRCKF to deal with the state estimation of each model. The 5thSSRCKF is an improved filter algorithm, which utilizes the fifth-degree spherical simplex-radial rule to improve the filtering accuracy. Finally, the tracking performance of the IMM5thSSRCKF is evaluated by simulation in a typical maneuvering target tracking scenario. Simulation results show that the proposed algorithm has better tracking performance and quicker model switching speed when disposing maneuver models compared with IMMUKF, IMMCKF and IMM5thCKF.

ALGORITHM OF IMM COMBINING KALMAN AND PARTICLE FILTER FOR MANEUVERING TARGET TRACKING

2006 ◽  
Vol 03 (04) ◽  
pp. 321-328
Author(s):  
GUIXI LIU ◽  
ENKE GAO ◽  
CHUNYU FAN
Keyword(s):  
Kalman Filter ◽  
Particle Filter ◽  
Target Tracking ◽  
Nonlinear Problems ◽  
Interacting Multiple Model ◽  
Multiple Model ◽  
Maneuvering Target Tracking ◽  
Maneuvering Target ◽  
Computation Efficiency ◽  
Non Gaussian

The particle filter can deal with nonlinear/non-Gaussian problems and it has been introduced to the algorithm of the interacting multiple model (IMM) for higher precision. The general IMM based on Kalman filter or extended Kalman filter (IMMEKF) cannot deal with non-Gaussian problems and also does not work as well as the IMM based on the particle filter (IMMPF) for the nonlinear problems. However the problem of the particle filter is its expensive computation, because a particle filter usually has a lot of particles, which will increase the computation load greatly. Here an algorithm of IMM combining the Kalman filter and the particle filter (IMMK-PF) for maneuvering target tracking is proposed to improve the computation efficiency as compared to the IMMPF. For nonlinear/Gaussian problems the new algorithm is expected to have a good performance as the IMMPF, while for linear problems it will perform similarly to the IMMEKF and will work better than the IMMPF.

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