Electronics Optics & Control, Volume. 21, Issue 9, 45(2014)

FixedLag Smoothing Algorithm for Markov Switching Systems

XU Yang... XU Songtao, TANG Shujuan and CHEN Wen |Show fewer author(s)
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    A suboptimal approach to the fixedlag smoothing problem was proposed based on Markov switching system.By introducing stateaugmented system in the interacting multiple model frameworkwhich combined the current state with the past onethe state prediction was made synchronously with the smoothing for the original system.The fixedlag mode probabilities were estimated by using the current observation datawhich is a simple but effective method.The proposed smoothing algorithm was compared with that of the normal IMMEKF filtering algorithm through the trajectory of a maneuvering target.The result shows that the performance of the fixedlag IMM smoothing algorithm is great better than that of laterand the performance tends to get better with the increasing of the lag.

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    XU Yang, XU Songtao, TANG Shujuan, CHEN Wen. FixedLag Smoothing Algorithm for Markov Switching Systems[J]. Electronics Optics & Control, 2014, 21(9): 45

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    Paper Information

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    Received: Sep. 27, 2013

    Accepted: --

    Published Online: Sep. 15, 2014

    The Author Email:

    DOI:10.3969/j.issn.1671-637x.2014.09.010

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