Novel interacting multiple model filter for uncertain target tracking systems based on weighted Kullback-Leibler divergence

DOI10.1016/J.JFRANKLIN.2020.09.012MaRDI QIDQ2217620zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 31 December 2020

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jfranklin.2020.09.012

zbMATH Keywords

adaptive fading Kalman filterInteracting multiple model filtermaximum correntropy Kalman filteruncertain target tracking systems

Mathematics Subject Classification ID

Control/observation systems with incomplete information (93C41) Filtering in stochastic control theory (93E11)

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Cites work

• A Kullback-Leibler-based IMM information filter for the jump Markov system with unknown noise
• A multiple model multiple hypothesis filter for Markovian switching systems
• A novel interacting multiple model algorithm
• A Study on Stability of the Interacting Multiple Model Algorithm
• Adaptive fading Kalman filter with an application
• An interacting multi-pattern probabilistic data association (IMP-PDA) algorithm for target tracking
• Fixed-interval smoothing for Markovian switching systems
• Kullback-Leibler average, consensus on probability densities, and distributed state estimation with guaranteed stability
• Maximum correntropy Kalman filter
• Modified strong tracking unscented Kalman filter for nonlinear state estimation with process model uncertainty
• Nonfragile $H_{\infty}$ Filtering of Continuous-Time Fuzzy Systems
• On Information and Sufficiency
• On stability of random Riccati equations
• State estimation for discrete-time Markov jump linear systems with time-correlated measurement noise
• The adaptive fading Kalman filter based on innovation covariance
• The interacting multiple model algorithm for systems with Markovian switching coefficients

Cited in

(5)

• Variational Bayesian based adaptive PDA filter in scenarios with unknown detection probability and heavy-tailed process noise
• Adaptive weight update algorithm for target tracking of UUV based on improved Gaussian mixture cubature Kalman filter
• A Kullback-Leibler-based IMM information filter for the jump Markov system with unknown noise
• The multiple pairwise Markov chain model-based labeled multi-Bernoulli filter
• Maritime ISAR detection and tracking algorithm for multiple maneuvering extended vessels in heavy-tailed clutter using SK-MM-sub-RMM-MB-TBD filter

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