Systematic Approach to IMM Mixing for Unequal Dimension States
Journal article, 2015

The interacting multiple model (IMM) estimator outperforms fixed model filters, e.g. the Kalman filter, in scenarios where the targets have periods of disparate behavior. Key to the good performance and low complexity is the mode mixing. Here we propose a systematic approach to mode mixing when the modes have states of different dimensions. The proposed approach is general and encompasses previously suggested solutions. Different mixing approaches are compared, and the proposed methodology is shown to perform very well.


Karl Granström

Chalmers, Signals and Systems, Signalbehandling och medicinsk teknik, Signal Processing

P. Willett

University of Connecticut

Y. Bar-Shalom

University of Connecticut

IEEE Transactions on Aerospace and Electronic Systems

0018-9251 (ISSN)

Vol. 51 4 2975-2986 7376231

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