Hybrid grid multiple-model estimation with application to maneuvering target tracking

Estimation for discrete-time stochastic systems with parameters varying in a continuous space is considered in this paper. Justified by an analysis of model approximation, a novel approach, called hybrid grid multiple model (HGMM), is proposed for state estimation. The model set used by HGMM is a combination of a fixed coarse grid and an adaptive fine grid to cover the mode space with a relatively small number of models. Next, two fundamental problems of the HGMM approach-model-set sequence-conditioned estimation and design of adaptive fine models-are addressed. Then, based on two model-set designs by moment matching, HGMM estimation algorithms are presented. Finally, performance of the developed HGMM estimation algorithms is evaluated on benchmark tracking scenarios, and simulation results demonstrate their superiority to the state-of-the-art MM estimation algorithms in terms of accuracy and computational complexity.

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