25 August 2004 IMM estimator with out-of-sequence measurements
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In multisensor tracking systems that operate in a centralized information processing architecture, measurements from the same target obtained by different sensors can arrive at the processing center out of sequence. In order to avoid either a delay in the output or the need for reordering and reprocessing an entire sequence of measurements, such measurements have to be processed as out-of-sequence measurements (OOSM). Recent work developed procedures for incorporating OOSMs into a Kalman filter (KF). Since the state of the art tracker for real (maneuvering) targets is the Interacting Multiple Model (IMM) estimator, this paper presents the algorithm for incorporating OOSMs into an IMM estimator. Both data association and estimation are considered. Simulation results are presented for two realistic problems using measurements from two airborne GMTI sensors. It is shown that the proposed algorithm for incorporating OOSMs into an IMM estimator yields practically the same performance as the reordering and in-sequence reprocessing of the measurements.
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Yaakov Bar-Shalom, Yaakov Bar-Shalom, Huimin Chen, Huimin Chen, "IMM estimator with out-of-sequence measurements", Proc. SPIE 5428, Signal and Data Processing of Small Targets 2004, (25 August 2004); doi: 10.1117/12.562691; https://doi.org/10.1117/12.562691

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