Improved diagonal interacting multiple model algorithm for manoeuvering target tracking based on H ∞ filter
Xiaoyan Fu, Yuanyuan Shang, Huimei Yuan · IET Control Theory and Applications · 2015
This study is devoted to the problem of state estimate of discrete‐time stochastic systems with Markov jump parameters. A robust algorithm – diagonal interacting multiple model algorithm based on H ∞ filtering is presented for manoeuvering target tracking when noise of measurement is of unknown statistics. Extensive Monte Carlo simulations show the effectiveness and superiority of the proposed algorithm.