TY - GEN
T1 - The Interacting Multiple Model Feedback Particle Filter for the State-dependent Switching Diffusion Systems
AU - Chen, Yiyang
AU - Wang, Ruoyu
AU - Yang, Dengyu
AU - Luo, Xue
N1 - Publisher Copyright:
© 2025 IEEE.
PY - 2025
Y1 - 2025
N2 - In this paper, we develop the interacting multiple model-feedback particle filter (IMM-FPF) for the state-dependent switching diffusion systems (SD-SDS). Starting from the Kushner's equation of the hybrid state, we derive the evolutionary equations for the modes' and the continuous states' probabilities given the mode. The IMM is used to merge the estimate of the continuous states from all the modes. As for the implementation, the constant gain approximation is used in the FPF. At last, the numerical example of a three-mode SD-SDS is experimented. Both the accuracy and the efficiency are compared with the IMM-particle filter.
AB - In this paper, we develop the interacting multiple model-feedback particle filter (IMM-FPF) for the state-dependent switching diffusion systems (SD-SDS). Starting from the Kushner's equation of the hybrid state, we derive the evolutionary equations for the modes' and the continuous states' probabilities given the mode. The IMM is used to merge the estimate of the continuous states from all the modes. As for the implementation, the constant gain approximation is used in the FPF. At last, the numerical example of a three-mode SD-SDS is experimented. Both the accuracy and the efficiency are compared with the IMM-particle filter.
KW - feedback particle filter
KW - interacting multiple model
KW - nonlinear filtering
KW - switching diffusion process
UR - https://www.scopus.com/pages/publications/105032726445
U2 - 10.1109/CoDIT66093.2025.11321863
DO - 10.1109/CoDIT66093.2025.11321863
M3 - 会议稿件
AN - SCOPUS:105032726445
T3 - 11th 2025 International Conference on Control, Decision and Information Technologies, CoDIT 2025
SP - 242
EP - 247
BT - 11th 2025 International Conference on Control, Decision and Information Technologies, CoDIT 2025
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 11th International Conference on Control, Decision and Information Technologies, CoDIT 2025
Y2 - 15 July 2025 through 18 July 2025
ER -