• Electronics Optics & Control
  • Vol. 21, Issue 9, 45 (2014)
XU Yang, XU Songtao, TANG Shujuan, and CHEN Wen
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  • [in Chinese]
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    DOI: 10.3969/j.issn.1671-637x.2014.09.010 Cite this Article
    XU Yang, XU Songtao, TANG Shujuan, CHEN Wen. FixedLag Smoothing Algorithm for Markov Switching Systems[J]. Electronics Optics & Control, 2014, 21(9): 45 Copy Citation Text show less

    Abstract

    A suboptimal approach to the fixedlag smoothing problem was proposed based on Markov switching system.By introducing stateaugmented system in the interacting multiple model frameworkwhich combined the current state with the past onethe state prediction was made synchronously with the smoothing for the original system.The fixedlag mode probabilities were estimated by using the current observation datawhich is a simple but effective method.The proposed smoothing algorithm was compared with that of the normal IMMEKF filtering algorithm through the trajectory of a maneuvering target.The result shows that the performance of the fixedlag IMM smoothing algorithm is great better than that of laterand the performance tends to get better with the increasing of the lag.
    XU Yang, XU Songtao, TANG Shujuan, CHEN Wen. FixedLag Smoothing Algorithm for Markov Switching Systems[J]. Electronics Optics & Control, 2014, 21(9): 45
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