Survey of maneuvering target tracking. Part V. Multiple-model methods

XR Li, VP Jilkov - IEEE Transactions on aerospace and …, 2005 - ieeexplore.ieee.org
This is the fifth part of a series of papers that provide a comprehensive survey of techniques
for tracking maneuvering targets without addressing the so-called measurement-origin …

Detection and diagnosis of sensor and actuator failures using IMM estimator

Y Zhang, XR Li - IEEE Transactions on aerospace and …, 1998 - ieeexplore.ieee.org
An approach to detection and diagnosis of multiple failures in a dynamic system is
proposed. It is based on the interacting multiple-model (IMM) estimation algorithm, which is …

[PDF][PDF] Engineer's guide to variable-structure multiple-model estimation for tracking

XR Li, Y Bar-Shalom, WD Blair - Multitarget-multisensor tracking …, 2000 - Citeseer
Target tracking is a hybrid estimation problem involving both continuous and discrete
uncertainties [31]. In the prevailing approaches to target tracking, the modeling of the target …

Survey of maneuvering target tracking: decision-based methods

XR Li, VP Jilkov - Signal and Data Processing of Small Targets …, 2002 - spiedigitallibrary.org
This is the fourth part of a series of papers that provide a comprehensive survey of
techniques for tracking maneuvering targets without addressing the so-called measurement …

Multiple-model estimation with variable structure. III. Model-group switching algorithm

XR Li, X Zwi, Y Zwang - IEEE Transactions on Aerospace and …, 1999 - ieeexplore.ieee.org
A general multiple-model (MM) estimator with a variable structure (VSMM), railed model-
group switching (MGS) algorithm, is presented. It assumes that the total set of models can be …

Multiple-model estimation with variable structure. II. Model-set adaptation

XR Li - IEEE Transactions on Automatic Control, 2000 - ieeexplore.ieee.org
For pt. I see ibid., vol. 41, p. 487-93 (1996). An important, natural, and practical approach to
variable-structure multiple-model (VSMM) estimation is the recursive adaptive model-set …

Multiple-model estimation with variable structure. V. Likely-model set algorithm

XR Li, Y Zhang - IEEE Transactions on Aerospace and …, 2000 - ieeexplore.ieee.org
For pt. IV see ibid., vol. 35, no. 1, p. 242-254 (1999). A multiple-model (MM) estimator with a
variable structure, called likely-model set (LMS) algorithm, is presented, which is generally …

Online Bayesian estimation of transition probabilities for Markovian jump systems

VP Jilkov, XR Li - IEEE Transactions on signal processing, 2004 - ieeexplore.ieee.org
Markovian jump systems (MJSs) evolve in a jump-wise manner by switching among simpler
models, according to a finite Markov chain, whose parameters are commonly assumed …

An optimization approach to adaptive Kalman filtering

M Karasalo, X Hu - Automatica, 2011 - Elsevier
In this paper, an optimization-based adaptive Kalman filtering method is proposed. The
method produces an estimate of the process noise covariance matrix Q by solving an …

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

XR Li, VP Jilkov, J Ru - IEEE Transactions on Aerospace and …, 2005 - ieeexplore.ieee.org
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 …