Abstract
A suboptimal approach to the fixed-interval smoothing problem for Markovian switching systems is examined. A smoothing algorithm is developed that uses two multiple-model filters, where one of the filters propagates in the forward-time direction and the other one propagates in the backward-time direction. A backward-time filtering algorithm based on the interacting multiple model concept is also developed. Results from a simulation example are given to illustrate the performance of the smoothing algorithm with respect to that of filtering. The example involves radar tracking of a Mach 1 aircraft.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
