L. Hong et al., DEVELOPMENT OF MULTIRATE MODEL AND MULTIRATE INTERACTING MULTIPLE MODEL ALGORITHM FOR MULTIPLATFORM MULTISENSOR TRACKING, Optical engineering, 37(2), 1998, pp. 453-467
A distributed multirate interacting multiple model (DMRIMM) tracking a
lgorithm is developed. The algorithm is based on a reformulation of th
e interacting multiple model (IMM) filter under the assumption that ea
ch model operates at an update rate proportional to the model's assume
d dynamics. A multirate model is derived based on the geometrical inte
rpretation of a discrete wavelet transform. A wavelet transform is use
d to generate equivalent multirate measurements, which exhibit the add
itional property of lower equivalent measurement noise for low-rate da
ta. Using this filtering approach, the MRIMM algorithm significantly o
utperforms a full-rate IMM filter when no maneuvers occur and moderate
ly outperforms the IMM filter when maneuvers occur, Based on the MRIMM
algorithm, a distributed version DMRIMM algorithm for multiplatform m
ultisensor tracking is proposed. The MRIMM algorithm is first employed
to perform each local/platform estimation. A global filter is then co
nstructed to perform a fusion of MRIMM estimations. The advantage of p
erformance improvement is demonstrated through Monte Carlo simulations
. (C) 1998 Society of Photo-Optical instrumentation Engineers.