1 September 1995 Multirate interacting multiple model filtering for target tracking
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Abstract
A Multirate Interacting Multiple Model tracking algorithm is developed in this paper. The algorithm is based on a reformulation of the interacting multiple model (IMM) filter under the assumption that each model operates at an update rate proportional to the model's assumed dynamics. A wavelet transform is used to generate equivalent multirate measurements, which exhibit the additional property of lower equivalent measurement noise for low-rate data. Using this filtering approach performance virtually equivalent to a full IMM filter can be realized but with only a moderated increase in computational complexity over a single Kalman filter.
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Lang Hong, Gwo-Jieh Wang, Michael W. Logan, Thomas P. Donohue, "Multirate interacting multiple model filtering for target tracking", Proc. SPIE 2561, Signal and Data Processing of Small Targets 1995, (1 September 1995); doi: 10.1117/12.217704; https://doi.org/10.1117/12.217704
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