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The multiple-model multi-Bernoulli (MM-MB) filter is a new attractive approach for estimating multiple maneuvering targets in the presence of clutter, missed detection and data association uncertainty. In this paper, we extend the Gaussian Mixture (GM) MM-MB filter to nonlinear models by using unscented transform techniques. Moreover, in order to improve the robustness and numerical stability of the...
The H∞ filter and the robust mixed Kalman/H∞ filter is presented for discrete time-varying systems subject to model uncertainty over a finite horizon and a infinite horizon. The performance comparison of Kalman filter, H∞ filter and robust mixed Kalman/H∞ filter in a scalar system without model uncertainty is demonstrated though an example. In another example, the influence of the parameter to the...
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