An IMM filter defined in the linear-circular domain, application to maneuver detection with heading only (Q1720785)

Summary: In this article, we propose a multimodel filter for circular data. The so-called Circular Interacting Multimodel filter is derived in a Bayesian framework with the circular normal von Mises distribution. The aim of the proposed filter is to obtain the same performance in the circular domain as the classical IMM filter in the linear domain. In our approach, the mixing and fusion stages of the Circular Interacting Multimodel filter are, respectively, defined from the a priori and from the a posteriori circular distributions of the state angle knowing the measurements and according to a set of models. We propose in this article a set of circular models that will be used in order to detect the vehicle maneuvers from heading measurements. The Circular Interacting Multimodel filter performances are assessed on synthetic data and we show on real data a vehicle maneuver detection application.