Multiple Model Estimation via Variable Structure With Spatiotemporal Primal-Dual Projection

This letter presents a robust multiple-model (MM) estimator based on variable structure multiple Gaussian importance filtering (VSMGIF) with spatiotemporal primal-dual projection. In VSMGIF, orthogonal-velocity-constrained maneuver models are introduced, and spatiotemporal causal constraints are incorporated within clearly defined projection zones. This framework enables approximate Rao-Blackwellization, while combining Gaussian mixture models with importance sampling to handle nonlinear, non-Gaussian hybrid estimation. Model probabilities and sample weights are adaptively corrected using all available information. Experimental results demonstrate that VSMGIF effectively mitigates coordinate coupling and Gaussian truncation errors in bearing-only tracking.

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Publication Details

Journal
IEEE Signal Processing Letters
Published
2025-01-01
DOI
https://doi.org/10.1109/lsp.2025.3561658
Primary Topic
Advanced Measurement and Metrology Techniques
Type
article
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article

Multiple Model Estimation via Variable Structure With Spatiotemporal Primal-Dual Projection

Zongxiang Liu, Shulan Wang, Hong-Wei Zhang
IEEE Signal Processing Letters
Advanced Measurement and Metrology Techniques
article

Multiple Model Estimation via Variable Structure With Spatiotemporal Primal-Dual Projection

Zongxiang Liu, Shulan Wang, Hong-Wei Zhang
article en

Abstract

This letter presents a robust multiple-model (MM) estimator based on variable structure multiple Gaussian importance filtering (VSMGIF) with spatiotemporal primal-dual projection. In VSMGIF, orthogonal-velocity-constrained maneuver models are introduced, and spatiotemporal causal constraints are incorporated within clearly defined projection zones. This framework enables approximate Rao-Blackwellization, while combining Gaussian mixture models with importance sampling to handle nonlinear, non-Gaussian hybrid estimation. Model probabilities and sample weights are adaptively corrected using all available information. Experimental results demonstrate that VSMGIF effectively mitigates coordinate coupling and Gaussian truncation errors in bearing-only tracking.

IEEE Signal Processing LettersVol. 32
Sun Yat-sen University (CN), Shenzhen University (CN), Shenzhen Technology University (CN)
Openalex Percentile: Top 93%
Advanced Measurement and Metrology Techniques
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Multiple Model Estimation via Variable Structure With Spatiotemporal Primal-Dual Projection — Zongxiang Liu, Shulan Wang, et al. · IEEE Signal Processing Letters (2025) | TGRS Research Map | TGRS