H∞ filtering with diagonal interacting multiple model algorithm for maneuvering target tracking

Xiaoyan Fu, Yingmin Jia, Junping Du, Jun Zhang, Wenling Li, X. Liu

Abstract: This paper is devoted to the problem of state estimate of discrete-time stochastic systems with Markov jump parameters. A robust algorithm-diagonal interacting multiple model algorithm based on H∞ filtering (DIMMH) is presented for maneuvering target tracking when measurement noise is of unknown statistics. Extensive Monte Carlo simulations show the effectiveness and superiority of the proposed algorithm.