Abstract
The most important problem in the application of the multiple-model approach to estimation is the design of the model set. This paper deals with this challenging topic in a general setting. Modeling of models as well as true mode as random variables is proposed. Several general methods for design of model sets, along with the initial model probabilities, are presented. They include distribution approximation, minimizing mismatch between mode and models, and moment matching. Examples that demonstrate how the general results presented here can be applied are presented in Part II
| Original language | English |
|---|---|
| Pages | 26-33 |
| Number of pages | 8 |
| DOIs | |
| State | Published - 2002 |
| Externally published | Yes |
| Event | 5th International Conference on Information Fusion, FUSION 2002 - Annapolis, MD, United States Duration: 8 Jul 2002 → 11 Jul 2002 |
Conference
| Conference | 5th International Conference on Information Fusion, FUSION 2002 |
|---|---|
| Country/Territory | United States |
| City | Annapolis, MD |
| Period | 8/07/02 → 11/07/02 |
Keywords
- Multiple models
- adaptive estimation
- model-set design
- target tracking
- variable structure
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