Exploiting Rauch-Tung-Striebel formulae for IMM-based smoothing of Markovian switching systems

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn , Issue , 2012, Pages 3953-3956

  Lopez, Rémy ^a,b,c   Danès, Patrick ^a,b  

^a LAAS CNRS   (France)

^b UNIVERSITÉ PAUL SABATIER   (France)

^c CLS   (France)

Author keywords

Interacting Multiple Model (IMM) filter; multiple model smoothing; nonlinear Markovian switching systems; target tracking

Indexed keywords

FIXED-INTERVAL SMOOTHING; INTERACTING MULTIPLE MODEL; MARKOVIAN SWITCHING SYSTEMS; MULTIPLE MODELS; RECURSIONS; RECURSIVE PROCESS; SPECIFIC INTERACTION; SYSTEM STATE;

SIGNAL PROCESSING; TARGET TRACKING;

SWITCHING SYSTEMS;

EID: 84867602834     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.2012.6288783     Document Type: Conference Paper

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