A detection-estimation scheme for state estimation in switching environments

J. K. Tugnait*, A. H. Haddad

*Corresponding author for this work

Research output: Contribution to journalArticle

51 Scopus citations

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 languageEnglish (US)
Pages (from-to)477-481
Number of pages5
JournalAutomatica
Volume15
Issue number4
DOIs
StatePublished - Jul 1979

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

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