DETECTION-ESTIMATION SCHEME FOR STATE ESTIMATION IN SWITCHING ENVIRONMENTS

被引：46

作者：

TUGNAIT, JK

HADDAD, AH

机构：

[1] UNIV ILLINOIS,COORDINATED SCI LAB,URBANA,IL 61801

[2] UNIV ILLINOIS,DEPT ELECT ENGN,URBANA,IL 61801

来源：

AUTOMATICA | 1979年 / 15卷 / 04期

关键词：

estimation in uncertain observations; Estimation-detection; nonlinear estimation and filtering; switched environment;

D O I：

10.1016/0005-1098(79)90023-2

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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. © 1979.

引用

页码：477 / 481

页数：5

共 15 条

[1] RANDOM SAMPLING APPROACH TO STATE ESTIMATION IN SWITCHING ENVIRONMENTS [J].