Hybrid estimation for stochastic piecewise linear systems

  • Authors:

  • Chze Eng Seah;Inseok Hwang

  • Affiliations:

  • Purdue University, West Lafayette, IN;Purdue University, West Lafayette, IN

  • Venue:
  • HSCC'07 Proceedings of the 10th international conference on Hybrid systems: computation and control
  • Year:
  • 2007

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Abstract

We propose a hybrid estimation algorithm based on Bayesian inference approach for stochastic piecewise linear systems. We derive the discrete state (or mode) transition probabilities based on a system of inequalities that describe the probabilistic state space partition of the system. Simulation results are presented to demonstrate the performance of the algorithm.