Multirate interacting multiple model filtering for target tracking
Lang Hong, Gwo-Jieh Wang, Michael W. Logan, Thomas P. Donohue · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 1995
A Multirate Interacting Multiple Model tracking algorithm is developed in this paper. The algorithm is based on a reformulation of the interacting multiple model (IMM) filter under the assumption that each model operates at an update rate proportional to the model's assumed dynamics. A wavelet transform is used to generate equivalent multirate measurements, which exhibit the additional property of lower equivalent measurement noise for low-rate data. Using this filtering approach performance virtually equivalent to a full IMM filter can be realized but with only a moderated increase in computational complexity over a single Kalman filter.