Novel interacting multiple model filter for uncertain target tracking systems based on weighted Kullback-Leibler divergence

J. Frankl. Inst., pp. 13041-13084, 2020.

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Abstract:

Abstract Interacting multiple model (IMM) filter is a classical method to track targets in hybrid situations. However, it can exhibit divergence when the models are correlated or the system suffers from uncertainties. The generalized covariance intersection method based on the weighted Kullback-Leibler (K-L) divergence can solve the div...More

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