✦ LIBER ✦

An interacting multiple model algorithm with a switching Markov chain

✍ Scribed by Z. Ding; L. Hong

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 694 KB
Volume: 25
Category: Article
ISSN: 0895-7177
DOI: 10.1016/s0895-7177(96)00180-x

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✦ Synopsis

Markov chain plays an important role in an interacting multiple model (IMM) algorithm which has been shown to be effective for target tracking systems. Such systems are described by a mixing of continuous states and discrete modes. The switching between system modes 1s governed by a Markov chain. In real world applications, this Markov chain may change or needs to IF changed. Therefore, one may be concerned about a target tracking algorithm with the switching o a Markov chain. This paper concentrates on fault-tolerant algorithm design and algorithm analysi:: of IMM estimation with the switching of a Markov chain. Monte Carlo simulations are carried out and several conclusions are given. Keywords-Interacting multiple model algorithm, Fault-tolerant target tracking, Model selec tion/design, Switching of a Markov chain.

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