Alternative switching logic designs for multiple model filters
A.S. Smith-Carroll, Denis H. McCabe, John Edward Gray · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 2007
A study is performed of several multiple model tracking filter architectures that do not employ a Markov Switching Matrix in its weighting mathematics. The Markov Switching Matrix which is common to multiple model tracking filters does not have an "optimum" rule for defining its constituent probabilities. The only real constraint on the probabilities is that each row of the matrix must add to unity. The other general rule is that the diagonal elements should be "close to unity" and the off-diagonal terms should be correspondingly "small". Other than these constraints, values are typically selected by observing the filter tracking performance over a wide set of trajectory types and target dynamics. Several architectures are presented and their tracking performance discussed. Comparisons are made with the performance of a conventional IMM for the same data.