This paper considers the problem of state estimation for a hybrid system with Markovian switching parameters in a continuous space. We propose a hybrid grid multiple model (HGMM) estimator whose model set is a combination of a fixed coarse grid and an adaptive fine grid. We also present two modelset design methods by moment matching, and apply them to practical HGMM algorithms. Simulation results show their cost-effectiveness for state estimation in maneuvering target tracking.
Published in:
Information Fusion (FUSION), 2010 13th Conference on
Date of Conference: 26-29 July 2010