Electronics Optics & Control, Volume. 21, Issue 9, 45(2014)
FixedLag Smoothing Algorithm for Markov Switching Systems
A suboptimal approach to the fixedlag smoothing problem was proposed based on Markov switching system.By introducing stateaugmented system in the interacting multiple model frameworkwhich combined the current state with the past onethe state prediction was made synchronously with the smoothing for the original system.The fixedlag mode probabilities were estimated by using the current observation datawhich is a simple but effective method.The proposed smoothing algorithm was compared with that of the normal IMMEKF filtering algorithm through the trajectory of a maneuvering target.The result shows that the performance of the fixedlag IMM smoothing algorithm is great better than that of laterand the performance tends to get better with the increasing of the lag.
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XU Yang, XU Songtao, TANG Shujuan, CHEN Wen. FixedLag Smoothing Algorithm for Markov Switching Systems[J]. Electronics Optics & Control, 2014, 21(9): 45
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Received: Sep. 27, 2013
Accepted: --
Published Online: Sep. 15, 2014
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