Unified Constrained Cascade Interactive Multi-model Filter and Its Application in Tracking of Manoeuvring Target
XIA Xiaohu①② LIU Ming②
①(Department of Mechanical Engineering, Hefei University, Hefei 230601, China) ②(Institute of Intelligent Machines, Chinese Academy of Sciences, Hefei 230031, China)
A novel unified cascade constrained interactive multi-model Kalman filter is put forward. The filter is composed of two cascade connected filters, a standard interactive-multiple-model and a unified constrained filter. The latter is effective for everyone in model set of controlled plant and refines the estimation of the former using smoothly constraint Kalman algorithm. Numerical simulation and flying experiments are made for maneuvering target tracking and lower estimated error and covariance are achieved by the unified cascade constrained interactive multi-model Kalman filter compared with conventional interactive multi-model filter. The added computation cost is reasonable and acceptable. The paper is valuable reference for maneuvering target tracking and interactive multi-model filter.
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