An interacting multiple model-based two-stage Kalman filter for vehicle positioning

To address the problem that a general augmented state Kalman filter or a two-stage Kalman filter cannot achieve satisfactory positioning performance when facing uncertain noise of the micro-electro-mechanical system（MEMS） inertial sensors, a novel interacting multiple model-based two-stage Kalman filter（IMM-TSKF） is proposed to adapt to the uncertain inertial sensor noise. Three bias filters are developed based on different noise characteristics to cover a wide range of noise levels. Then, an accurate estimation of biases is calculated by the interacting multiple model algorithm to correct the bias-free filter. Thus, the vehicle positioning system can achieve good performance when suffering from uncertain inertial sensor noise. The experimental results indicate that the average position error of the proposed IMMTSKF is 25% lower than that of the general TSKF.

Maneuvering target tracking using threshold interacting multiple model algorithm

To avoid missing track caused by the target maneuvers in automatic target tracking system, a new maneuvering target tracking technique called threshold interacting multiple model （TIMM） is proposed. This algorithm is based on the interacting multiple model （IMM） method and applies a threshold controller to improve tracking accuracy. It is also applicable to other advanced algorithms of IMM. In this research, we also compare the position and velocity root mean square （RMS） errors of TIMM and IMM algorithms with two different examples. Simulation results show that the TIMM algorithm is superior to the traditional IMM alzorithm in estimation accuracy.

Interacting Multiple Model Algorithm with the Unscented Particle Filter (UPF)

Combining interacting multiple model （IMM） and unscented particle filter （UPF）, a new multiple model filtering algorithm is presented. Multiple models can be adapted to targets＇ high maneu- vering. Particle filter can be used to deal with the nonlinear or non-Gaussian problems and the unscented Kalman filter （UKF） can improve the approximate accuracy. Compared with other interacting multiple model algorithms in the simulations, the results demonstrate the validity of the new filtering method.

Using interacting multiple model particle filter to track airborne targets hidden in blind Doppler

In airborne tracking,the blind Doppler makes the target undetectable,resulting in tracking difficulties. In this paper,we studied most possible blind-Doppler cases and summed them up into two types:targets' intentional tangential flying to radar and unintentional flying with large tangential speed. We proposed an interacting multiple model(IMM) particle filter which combines a constant velocity model and an acceleration model to handle maneuvering motions. We compared the IMM particle filter with a previous particle filter solution. Simulation results showed that the IMM particle filter outperforms the method in previous works in terms of tracking accuracy and continuity.

Method for Underwater Target Tracking Based on an Interacting Multiple Model

According to the requirements of real-time performance and reliability in underwater maneuvering target tracking as well as clarifying motion features of the underwater target, an interacting multiple model algorithm based on fuzzy logic inference （FIMM） is proposed. Maneuvering patterns of the target are represented by model sets, including the constant velocity model （CA）, the Singer mode~, and the nearly constant speed horizontal-turn model （HT） in FIMM technology. The simulation results show that compared to conventional IMM, the reliability and real-time performance of underwater target tracking can be improved by FIMM algorithm.

An Algorithm of the Adaptive Grid and Fuzzy Interacting Multiple Model

This paper studies the algorithm of the adaptive grid and fuzzy interacting multiple model （AGFIMM） for maneuvering target tracking, while focusing on the problems of the fixed structure multiple model （FSMM） algorithm＇s cost-efficiency ratio being not high and the Markov transition probability of the interacting multiple model （IMM） algorithm being difficult to determine exactly. This algorithm realizes the adaptive model set by adaptive grid adjustment, and obtains each model matching degree in the model set by fuzzy logic inference. The simulation results show that the AGFIMM algorithm can effectively improve the accuracy and cost-efficiency ratio of the multiple model algorithm, and as a result is suitable for enineering apolications.

A Novel Interacting Multiple-Model Method and Its Application to Moisture Content Prediction of ASP Flooding

In this paper,an interacting multiple-model(IMM)method based on datadriven identification model is proposed for the prediction of nonlinear dynamic systems.Firstly,two basic models are selected as combination components due to their proved effectiveness.One is Gaussian process(GP)model,which can provide the predictive variance of the predicted output and only has several optimizing parameters.The other is regularized extreme learning machine(RELM)model,which can improve the overfitting problem resulted by empirical risk minimization principle and enhances the overall generalization performance.Then both of the models are updated continually using meaningful new data selected by data selection methods.Furthermore,recursive methods are employed in the two models to reduce the computational burden caused by continuous renewal.Finally,the two models are combined in IMM algorithm to realize the hybrid prediction,which can avoid the error accumulation in the single-model prediction.In order to verify the performance,the proposed method is applied to the prediction of moisture content of alkali-surfactant-polymer(ASP)flooding.The simulation results show that the proposed model can match the process very well.And IMM algorithm can outperform its components and provide a nice improvement in accuracy and robustness.

Aircraft Trajectory Prediction Based on Modified Interacting Multiple Model Algorithm

In order to realize the aircraft trajectory prediction,a modified interacting multiple model(M-IMM) algorithm is proposed,which is based on the performance analysis of the standard interacting multiple model(IMM) algorithm.In the proposed M-IMM algorithm,a new likelihood function is defined for the sake of updating flight mode probabilities,in which the influences of interacting to residual's mean error are taken into account and the assumption of likelihood function being a zero mean Gaussian function is discarded.Finally,the proposed M-IMM algorithm is applied to the simulation of the aircraft trajectory prediction,and the comparative studies are conducted to existing algorithms.The simulation results indicate the proposed M-IMM algorithm can predict aircraft trajectory more quickly and accurately.

Tracking Algorithm Based on Improved Interacting Multiple Model Particle Filter

Measurements are always interfered with glint noise in a radar target tracking system, which makes the performance of traditional filtering fall sharply and even divergent.Against this problem, a new Interactive Multiple Model Particle Filter (IMMPF) algorithm is proposed for target tracking by introducing PF into Interactive Multiple Model (IMM).Different from the general method to select importance density function from PF, the particles are extracted from observation likelihood function within depending on observation noises.Observation noise is modelled, and the latest observation is fused, then the target can be effectively tracked.Finally, the optimized method is simulated with respect to bearings-only tracking of maneuvering target in a glint noise environment.Compared with the existing filtering algorithms, it turns out that the developed filtering algorithm is more efficient and closer to the real-time tracking requirement of high maneuvering targets.

Application of interacting multiple model in integrated positioning system of vehicle

To solve low precision and poor stability of the extended Kalman filter （EKF） in the vehicle integrated positioning system owing to acceleration, deceleration and turning （hereinafter referred to as maneuvering） , the paper presents an adaptive filter algorithm that combines interacting multiple model （IMM） and non linear Kalman filter. The algorithm describes the motion mode of vehicle by using three state spacemode]s. At first, the parallel filter of each model is realized by using multiple nonlinear filters. Then the weight integration of filtering result is carried out by using the model matching likelihood function so as to get the system positioning information. The method has advantages of nonlinear system filter and overcomes disadvantages of single model of filtering algorithm that has poor effects on positioning the maneuvering target. At last, the paper uses IMM and EKF methods to simulate the global positioning system （OPS）/inertial navigation system （INS）/dead reckoning （DR） integrated positioning system, respectively. The results indicate that the IMM algorithm is obviously superior to EKF filter used in the integrated positioning system at present. Moreover, it can greatly enhance the stability and positioning precision of integrated positioning system.

Target Tracking Using the Interactive Multiple Model Method

Aim To develop a practical target tracking algorithm for different motion modes. Methods After creation of the new model, it was implemented by computer simulation to prove its performance and compared with the often-used current statistical model. Results The simulation results show that the new IMM (interactive multiple model) have low tracking error in both maneuVering segment and non^Inaneuwi segment while the current statistical model bas muCh higher tracking error in non-maneuvering segment. Conclusion In the point of trackintaccuracy, the new IMM method is much better than the current acceleration method. It can develop into a practical target hacking method.

Multiple Model Filtering in the Presence of Gaussian Mixture Measurement Noises

A simplified multiple model filter is developed for discrete-time systems inthe presence of Gaussian mixture measurement noises. Theoretical analysis proves that the proposedfilter has the same estimation performance as the interacting multiple model filter at the price ofless computational cost. Numerically robust implementation of the filter is presented to meetpractical applications. An example on bearings-only guidance demonstrates the effect of the proposedalgorithm.

A novel maneuvering multi-target tracking algorithm based on multiple model particle filter in clutters

To solve the problem of strong nonlinear and motion model switching of maneuvering target tracking system in clutter environment, a novel maneuvering multi-target tracking algorithm based on multiple model particle filter is presented in this paper. The algorithm realizes dynamic combination of multiple model particle filter and joint probabilistic data association algorithm. The rapid expan- sion of computational complexity, caused by the simple combination of the interacting multiple model algorithm and particle filter is solved by introducing model information into the sampling process of particle state, and the effective validation and utilization of echo is accomplished by the joint proba- bilistic data association algorithm. The concrete steps of the algorithm are given, and the theory analysis and simulation results show the validity of the method.

ADAPTIVE MULTIPLE MODEL FILTER USING IMM AND STF

In fault identification, the Strong Tracking Filter (STF) has strong ability to track the change of some parameters by whitening filtering innovation. In this paper, the authors give out a modified STF by searching the fading factor based on the Least Squared Estimation. In hybrid estimation, the well known Interacting Multiple Model (IMM) Technique can model the change of the system modes. So one can design a new adaptive filter — SIMM. In this filter, our modified STF is a parameter adaptive part and IMM is a mode adaptive part. The benefit of the new filter is that the number of models can be reduced considerably. The simulations show that SIMM greatly improves accuracy of velocity and acceleration compared with the standard IMM to track the maneuvering target when 2 model conditional estimators are used in both filters. And the computation burden of SIMM increases only 6% compared with IMM.

Application of interacting multi-model algorithm in gyro signal processing

There is one problem existing in gyroscope signal processing,which is that single models can＇ t adapt to change of carrier maneuvering process.Since it is difficult to identify the angular motion state of gyroscope carriers,interacting multiple model （IMM） is employed here to solve the problem.The Kalman filter-based IMM （IMMKF） algorithm is explained in detail and its application in gyro signal processing is introduced.And with the help of the Singer model,the system model set of gyro outputs is constructed.In order to demonstrate the effectiveness of the proposed approach,static experiment and dynamic experiment are carried out respectively.Simulation analysis results indicate that the IMMKF algorithm is excellent in eliminating gyro drift errors,which could adapt to the change of carrier maneuvering process well.

GPS/BDS/INS tightly coupled integration accuracy improvement using an improved adaptive interacting multiple model with classified measurement update

An Extended Kalman Filter（EKF） is commonly used to fuse raw Global Navigation Satellite System（GNSS） measurements and Inertial Navigation System（INS） derived measurements. However, the Conventional EKF（CEKF） suffers the problem for which the uncertainty of the statistical properties to dynamic and measurement models will degrade the performance.In this research, an Adaptive Interacting Multiple Model（AIMM） filter is developed to enhance performance. The soft-switching property of Interacting Multiple Model（IMM） algorithm allows the adaptation between two levels of process noise, namely lower and upper bounds of the process noise. In particular, the Sage adaptive filtering is applied to adapt the measurement covariance on line. In addition, a classified measurement update strategy is utilized, which updates the pseudorange and Doppler observations sequentially. A field experiment was conducted to validate the proposed algorithm, the pseudorange and Doppler observations from Global Positioning System（GPS） and Bei Dou Navigation Satellite System（BDS） were post-processed in differential mode.The results indicate that decimeter-level positioning accuracy is achievable with AIMM for GPS/INS and GPS/BDS/INS configurations, and the position accuracy is improved by 35.8%, 34.3% and 33.9% for north, east and height components, respectively, compared to the CEKF counterpartfor GPS/BDS/INS. Degraded performance for BDS/INS is obtained due to the lower precision of BDS pseudorange observations.

Reliable flight performance assessment of multirotor based on interacting multiple model particle filter and health degree

Multirotor has been applied to many military and civilian mission scenarios. From the perspective of reliability, it is difficult to ensure that multirotors do not generate hardware and software failures or performance anomalies during the flight process. These failures and anomalies may result in mission interruptions, crashes, and even threats to the lives and property of human beings.Thus, the study of flight reliability problems of multirotors is conductive to the development of the drone industry and has theoretical significance and engineering value. This paper proposes a reliable flight performance assessment method of multirotors based on an Interacting Multiple Model Particle Filter(IMMPF) algorithm and health degree as the performance indicator. First, the multirotor is modeled by the Stochastic Hybrid System(SHS) model, and the problem of reliable flight performance assessment is formulated. In order to solve the problem, the IMMPF algorithm is presented to estimate the real-time probability distribution of hybrid state of the established SHS-based multirotor model, since it can decrease estimation errors compared with the standard interacting multiple model algorithm based on extended Kalman filter. Then, the reliable flight performance is assessed with health degree based on the estimation result. Finally, a case study of a multirotor suffering from sensor anomalies is presented to validate the effectiveness of the proposed method.

Data Fusion Algorithm for Multi-Sensor Dynamic System Based on Interacting Multiple Model

This paper presents a data fusion algorithm for dynamic system with multi-sensor and uncertain system models. The algorithm is mainly based on Kalman filter and interacting multiple model(IMM). It processes crosscorrelated sensor noises by using augmented fusion before model interacting. And eigenvalue decomposition is utilized to reduce calculation complexity and implement parallel computing. In simulation part, the feasibility of the algorithm was tested and verified, and the relationship between sensor number and the estimation precision was studied. Results show that simply increasing the number of sensor cannot always improve the performance of the estimation. Type and number of sensors should be optimized in practical applications.

Shipborne radar maneuvering target tracking based on the variable structure adaptive grid interacting multiple model

The trajectory of a shipbome radar target has a certain complexity, randomness, and diversity. Tracking a strong maneuvering target timely, accurately, and effectively is a key technology for a shipbome radar tracking system. Combining a variable structure interacting multiple model with an adaptive grid algorithm, we present a variable structure adaptive grid inter- acting multiple model maneuvering target tracking method. Tracking experiments are performed using the proposed method for five maneuvering targets, including a uniform motion - uniform acceleration motion target, a uniform acceleration motion - uni- form motion target, a serpentine locomotion target, and two variable acceleration motion targets. Experimental results show that the target position, velocity, and acceleration tracking errors for the five typical target trajectories are small. The method has high tracking precision, good stability, and flexible adaptability.