Multiple-model estimation with variable structure- part VI: expected-mode augmentation

摘要

A new class of variable-structure (VS) algorithms for multiple-model (MM) estimation is presented, referred to as expected-mode augmentation (EMA). In the EMA approach, the original set of models is augmented by a variable set of models intended to match the expected value of the unknown true mode. These models are generated adaptively in real time as (globally or locally) probabilistically weighted sums of mode estimates over the model set. This makes it possible to cover a large continuous mode space by a relatively small number of models at a given accuracy level. The paper presents new theoretical results for model-set design, a general formulation of the EMA approach, along with theoretical analysis and justification, and three algorithms for its practical implementation. The performance of the proposed EMA algorithms is evaluated via simulation of a generic maneuvering target tracking problem.