| Autor: |
Lopez, Remy, Danes, Patrick |
| Zdroj: |
2012 IEEE International Conference on Acoustics, Speech & Signal Processing (ICASSP); 1/ 1/2012, p3953-3956, 4p |
| Abstrakt: |
This paper presents a suboptimal fixed-interval smoothing algorithm for nonlinear Markovian switching systems. The posterior smoothed mean and covariance of the system state are approximated by combining in a backward-time recursive process the statistics produced by a forward-time Interacting Multiple Model filter. Each recursion of the backward-time process consists of a smoothing step based on Rauch-Tung-Striebel formulae and of a specific interaction step to allow mode cooperation. A simulated case study in the field of target tracking illustrates the method. [ABSTRACT FROM PUBLISHER] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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