An improved interacting multiple model algorithm with adaptive transition probability matrix based on the situation

IH Lee, CG Park - International Journal of Control, Automation and …, 2023 - Springer
Two transition correction functions are proposed for the interaction multiple models (IMM) to
adaptively update the Markov transition probability matrix (TPM) according to the situation …

On the Gaussian Filtering for Nonlinear Dynamic Systems Using Variational Inference

Y Liu, X Li, L Yang, L Mihaylova… - 2024 27th International …, 2024 - ieeexplore.ieee.org
This paper introduces a new variational Gaussian filtering approach for estimating the state
of a nonlinear dynamic system. We first assume that the predictive distribution of the state is …

On the fixed-interval smoothing for jump Markov nonlinear systems

Y Liu, X Li, L Yang, L Mihaylova… - 2022 25th International …, 2022 - ieeexplore.ieee.org
This paper considers the fixed-interval smoothing for jump Markov systems. An optimal
backward-time recursive equation for computing the joint posterior of the state vector and …

On the Approximation of the Quotient of Two Gaussian Densities for Multiple-Model Smoothing

Y Liu, X Li, L Yang, L Mihaylova… - 2023 26th International …, 2023 - ieeexplore.ieee.org
The quotient of two multivariate Gaussian densities can be written as an unnormalized
Gaussian density, which has been applied in some recently developed multiple-model fixed …

A two-stage transition correction function for adaptive markov matrix in imm algorithm

IH Lee, CG Park - 2022 25th International Conference on …, 2022 - ieeexplore.ieee.org
This paper proposes two probability correction functions to make adaptively the transition
probability matrix (TPM). In a traditional interacting multiple model (IMM) estimator, TPM is …