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Efficient estimation of hybrid systems with applications to tracking

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  • Yuzhen Xue
  • Thordur Runolfsson

Abstract

Particle filtering has been recognised as a superior alternative to the traditional estimation methods as it is applicable to nonlinear/non-Gaussian system. A central issue in real-time applications of particle filtering is its high computational cost. This problem is compounded when it is used in hybrid system estimation. A new particle filtering method for nonlinear/non-Gaussian hybrid system estimation is proposed in this article. The new method integrates the high-accuracy interacting multiple model particle filtering algorithm with the computationally efficient observation and transition-based most likely modes tracking particle filtering algorithm to get high-accuracy estimation with reduced computational load. The algorithm is applied to a manoeuvring target tracking application to demonstrate its efficiency.

Suggested Citation

  • Yuzhen Xue & Thordur Runolfsson, 2012. "Efficient estimation of hybrid systems with applications to tracking," International Journal of Systems Science, Taylor & Francis Journals, vol. 43(12), pages 2228-2239.
    • Handle: RePEc:taf:tsysxx:v:43:y:2012:i:12:p:2228-2239
    DOI: 10.1080/00207721.2011.566641
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