Switched IMM-EV Algorithms for State Estimation of Some Jump Markov Systems
نویسنده
چکیده
We consider state estimation for a class of jump Markov linear discrete-time systems. For this, we present an algorithm employing switches among two interacting multiple-model extended-Viterbi (IMM-EV) estimators. The models we adopt for describing the systems can be used in problems such as the tracking of targets capable of abrupt maneuvers and fault detection of systems subject to possible component failures. A maneuver detection scheme, and a method for detecting maneuver termination are integrated into the proposed algorithm. Both methods determine when switches between two IMM-EV algorithms have to be invoked. A numerical example illustrates that the proposed algorithm can be an improvement to several known algorithms. Copyright © 2008 IFAC
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تاریخ انتشار 2008