Abstract
A combined detection-estimation scheme is proposed for state estimation in linear systems with random Markovian noise statistics. The optimal MMSE estimator requires exponentially increasing memory and computations with time. The proposed approach is an attempt to circumvent this problem. Simulation results are presented which show the advantages of the proposed scheme over some of the existing suboptimal approaches.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 477-481 |
| Number of pages | 5 |
| Journal | Automatica |
| Volume | 15 |
| Issue number | 4 |
| DOIs | |
| State | Published - Jul 1979 |
Funding
*Received May 30 1978, revised October 26 1978, revised January 8 1979 The original version of this paper was not presented at any IFAC Meeting This paper was recommended for pubhcatlon in revised form by associate editor A Sage ~'Thts work was supported by the Army Research Office under Grant DAAG-29-76-G-0154 and in part by the Joint Servtces Electronics Program under Contract DAAB-07-72-C-0259 ~.Coordmated Science Laboratory and Department ol Electrical Engineering, University of Ilhnols at Urbana-Champaign, Urbana, IL 61801, U S A ~,J K Tugnalt is now with the Division of Information Engineering, University of Iowa Iowa City, IA 52242, USA IIA H Haddad is now with the Dynamtcs Research Corporation, Wilmington, MA 01887, U S A
Keywords
- Estimation-detection
- estimation in uncertain observations
- nonlinear estimation and filtering
- switched environment
ASJC Scopus subject areas
- Control and Systems Engineering
- Electrical and Electronic Engineering