Abstract
In this article we consider estimation for a discrete-time hybrid dynamical system. Hybrid dynamical systems arise quite naturally in many estimation problems, for example target tracking in a maneuvering target scenario. The most commonly used supoptimal estimation algorithm for the problem class just described, is the so called Interacting Multiple Model (IMM) algorithm. In the work presented here, angle-only target tracking problems are considered, in particular we consider scenarios including maneuvering targets. One approach to this class of problem is to apply the IMM scheme. Using the scheme in Elliott and Dufour, we compute estimates of position and velocity for a maneuvering target when only the target bearing is available. These estimates are compared to the IMM scheme applied to the same problem. It is shown that the algorithm proposed in Elliott and Dufour offers significant improvements over the IMM scheme.
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