A fixed-lag smoothing algorithm for Markovian switching systems

Yugang Jia, Quan Pan, Tao Yang, Hongcai Zhang

Research output: Contribution to conferencePaperpeer-review

3 Scopus citations

Abstract

A suboptimal approach to the fixed-lag smoothing problem for Markovian switching systems is presented. We augmented the system state and system model probability, so the fixed-lag smoothing problem is transformed to the filtering problem of new augmented system. A new fixed-lag smoothing algorithm is developed by applying the basic structure of IMM, which is superior in MME methods, to the augmented systems. The algorithm is illustrated via two typical target tracking simulation examples where a significant improvement over the Chen's algorithm, which just arguments the state vector, is achieved at the cost of a time delay.

Original languageEnglish
Pages867-871
Number of pages5
StatePublished - 2002
EventProceedings of the 4th World Congress on Intelligent Control and Automation - Shanghai, China
Duration: 10 Jun 200214 Jun 2002

Conference

ConferenceProceedings of the 4th World Congress on Intelligent Control and Automation
Country/TerritoryChina
CityShanghai
Period10/06/0214/06/02

Keywords

  • Adaptive filtering
  • Fixed-lag smoother
  • Markov switching systems
  • Target tracking

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