Fuzzy Interacting Multiple Model H \(\infty\) Particle Filter Algorithm Based on Current Statistical Model

In this paper, fuzzy theory and interacting multiple model are introduced into H\(\infty\) filter-based particle filter to propose a new fuzzy interacting multiple model H\(\infty\) particle filter based on current statistical model. Each model uses H\(\infty\) particle filter algorithm for filtering, in which the current statistical model can describe the maneuver of target accurately and H\(\infty\) filter can deal with the nonlinear system effectively. Aiming at the problem of large amount of probability calculation in interacting multiple model by using combination calculation method, our approach calculates each model matching probability through the fuzzy theory, which can not only reduce the calculation amount, but also improve the state estimation accuracy to some extent. The simulation results show that the proposed algorithm can be more accurate and robust to track maneuvering target.

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