An improvement to the interacting multiple model (IMM) algorithm

IEEE Transactions on Signal Processing

Volumn 49, Issue 12, 2001, Pages 2909-2923

  Johnston, Leigh A ^b   Krishnamurthy, Vikram ^a,b  

^a IEEE   (Australia)

^b UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

INTERACTING MULTIPLE MODELS (IMM);

ALGORITHMS; COMPUTER SIMULATION; KALMAN FILTERING; LINEAR SYSTEMS; MARKOV PROCESSES; MATHEMATICAL MODELS; RADAR TRACKING;

SIGNAL PROCESSING;

EID: 0035677754     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.969500     Document Type: Article

References (14)

1. Expectation maximization algorithms for MAP estimation of jump markov linear systems
2. On the adaptive control of jump parameter systems via nonlinear filtering
3. Stochastic sampling algorithms for state estimation of jump Markov linear systems
4. Interacting multiple model methods in target tracking: A survey
5. The EM algorithm - An old folk-song sung to a fast new tune
6. The interacting multiple model algorithm for systems with Markovian switching coefficients
7. Fixed-interval smoothing for Markovian switching systems
8. A tutorial on hidden Markov models and selected applications in speech recognition