Interacting Multiple-Mode Estimation Using Centroid Fixed Structure for High Precision

Model set design is an important area for multiple-mode estimation, and its main purpose is to design a suitable model set to improve the accuracy and stability of target tacking. In this article, a novel multiple model estimation algorithm, namely, centroid fixed structure of interacting multiple-model estimation (CFIMM), is proposed to obtain the characteristic of the high precision and strong stability. First, the minimum distance method and the minimum model set method are, respectively, provided. Then, based on those two methods, the centroid model set design method is proposed with three different approaches to split the centroid. It proves that the centroid model set has minimal mathematical expectations with the actual models, when the unknown real model space is very large and even uncountable. Finally, the processing of the proposed CFIMM algorithm based on the centroid model set design method is discussed in detail. The proposed CFIMM holds not only the advantages of centroid model set but also the characteristic of the high precision and strong stability. The simulations of CFIMM highlight the correctness and effectiveness of the proposed methods.