An Approach to Estimate the True Error Second-order Moment of IMM
QU Yah · 2007
The interacting multiple model method IMM has been shown to be one of the most cost-effective algorithm for the estimation of hybrid system.Here the dependence relation between models is taken into account,and an ap- proach which estimates the true errors’mean,covarianee,and second-order moment is proposed under the assumption that the true mode sequence is known.The root mean of the true error second-order moment is used to estimate the performance of IMM and compared with RMSE via Monte-Carlo simulations.The future application of this approach to tracking gate design is also prospected.