2007 · 10 citations · 12 references
ComputingComputer ScienceComputer VisionMachine VisionVehicle DynamicsKalman FilteringManeuveringParticle FilteringState EstimationState-space ModelsGaussian Mixture ModelsInteracting Multiple Model FilteringNon-gaussian FilteringParticle FiltersProbability Density FunctionsState Vector EstimationStochastic State EstimationTarget Motion Analysis
The Interacting Multiple Model (IMM) algorithm is a widely accepted state estimation scheme for solving maneuvering target tracking problems, which are generally nonlinear. During the IMM filtering process, serious errors can arise when a Gaussian mixture of posterior probability density functions is approximated by a single Gaussian. Particle filters (PFs) are effective in dealing with nonlinearity and non-Gaussianity. This work considers an IMM algorithm that includes a constant velocity model, a constant acceleration model and a 3D turning rate (3DTR) model for tracking three-dimensional (3D) target motion, using various combinations of nonlinear filters. In existing literature on combining IMM and particle filtering techniques to tackle difficult target maneuvers, a PF is usually used in every model. In comparison, simulation results show that by using a computationally economical PF in the 3DTR model and Kalman filters in the remaining models, superior performance can be achieved with significant reduction in computational costs.
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Rudolph van der Merwe, Arnaud Doucet, Nando de Freitas et al. · 2000 · 1.4K citations
J.H. Kotecha, Petar M. Djurić · IEEE Transactions on Signal Processing · 2003 · 806 citations
Nonlinear filters: beyond the Kalman filter
Fred Daum · IEEE Aerospace and Electronic Systems Magazine · 2005 · 662 citations