Interactive-Multiple-Model Algorithm Based on Minimax Particle Filtering

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Interactive-Multiple-Model Algorithm Based on Minimax Particle Filtering

Jaechan Lim; Hun-Seok Kim; Hyung-Min Park

In this letter, we propose a new approach to tracking a target that maneuvers based on the multiple-constant-turns model. Usually, the interactive-multiple-model (IMM) algorithm based on the extended Kalman filter (IMM-EKF) is employed for this problem with successful tracking performance. Recently proposed IMM-particle filtering (IMM-PF) showed outperforming results over IMM-EKF for this nonlinear problem. The proposed approach in this letter is a new framework of PF that adopts the minimax strategy to IMM-PF. The minimax strategy results in the decreased variance of the weights of particles that provides the robustness against the degeneracy phenomenon (a common problem of generic PF). In this letter, we show outperforming results by IMM-minimax-PF over IMM-PF besides the IMM-EKF in terms of estimation accuracy and computational complexity.

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