Brief paper: A detection-estimation scheme for state estimation in switching environments

Authors:
J. K. Tugnait;A. H. Haddad
Affiliations:
Coordinated Science Laboratory and Department of Electrical Engineering, University of Illinois at Urbana-Champaign, Urbana, IL 61801, U.S.A. and J. K. Tugnait is now with the Division of Informat ...;Coordinated Science Laboratory and Department of Electrical Engineering, University of Illinois at Urbana-Champaign, Urbana, IL 61801, U.S.A. and A. H. Haddad is now with the Dynamics Research Cor ...
Venue:
Automatica (Journal of IFAC)
Year:
1979

Citing 2
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Brief paper: Detection and estimation for abruptly changing systems

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On identification and adaptive estimation for systems with interrupted observations

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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.