Multiple-model filtering
Theodore R. Rice, Ali T. Alouani · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 1998
This paper investigates the existence and design of optimal, multiple model filters for target tracking using different local models. Two models are used: a constant velocity and a constant acceleration model. Sufficient conditions are derived that guarantee the existence of optimal multiple model filters. The problem is then solved for the case where the switching gains are diagonal matrices. The performance of the derived multiple model filter is evaluated using a simulated target trajectory.