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Proceedings Paper

Multiple-model filtering
Author(s): Theodore R. Rice; Ali T. Alouani
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Paper Abstract

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.

Paper Details

Date Published: 30 July 1998
PDF: 13 pages
Proc. SPIE 3365, Acquisition, Tracking, and Pointing XII, (30 July 1998); doi: 10.1117/12.317501
Show Author Affiliations
Theodore R. Rice, Naval Surface Warfare Ctr. (United States)
Ali T. Alouani, Tennessee Technological Univ. (United States)

Published in SPIE Proceedings Vol. 3365:
Acquisition, Tracking, and Pointing XII
Michael K. Masten; Larry A. Stockum, Editor(s)

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