Interactive multi-model estimation method based on covariance intersection
An interactive multi-model and covariance intersection technology, applied in computing, image data processing, instruments, etc., can solve problems such as increasing computational complexity and product mismatch, so as to reduce computational complexity, improve tracking accuracy, and avoid probability Effect of Mismatched Product of Mass and Probability Density Function
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[0023] refer to figure 1 , the specific implementation process of the present invention is as follows:
[0024] Step 1. Model Condition Estimation and Matching Matrix Interaction
[0025] The model condition estimation and matching matrix interaction refers to the interaction between the model condition estimation and the model matching matrix generated by each filter at the previous moment, as the input of the current moment and its matched filter. Assume that the conditional state estimate of the i-th matching model at time k-1 is The corresponding error covariance matrix is Its model matching matrix is Then the state estimation and covariance matrix after interaction are
[0026] x k - 1 | k - 1 0 j = Σ i = ...
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