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Fixed-interval retrodiction approach to Bayesian IMM-MHT for maneuvering multiple targets

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1 Author(s)
Koch, W. ; FGAN Res. Inst. for Commun. Inf. Process. & Econ., Wachtberg, Germany

In a Bayesian framework, we propose a hierarchy of suboptimal retrodiction algorithms that generalize Rauch-Tung-Striebel (RTS) fixed-interval smoothing to multiple hypothesis tracking (MHT) applications employing interacting multiple model (IMM) methods (IMM-MHT). As a limiting case we obtain new simple formulae for suboptimal fixed-interval smoothing applied to Markovian switching systems. Retrodiction techniques provide uniquely interpretable and accurate trajectories from ambiguous MHT output if a certain (small) time delay is tolerated. By a simulated example with two maneuvering targets that operate closely spaced under relatively hard conditions we demonstrate the potential gain by fixed-interval retrodiction and provide a quantitative idea of the achievable track accuracy and mean time delay involved

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Aerospace and Electronic Systems, IEEE Transactions on  (Volume:36 ,  Issue: 1 )