State estimation by IMM filter in the presence of structural uncertainty

Mihaylova, L. (1999) State estimation by IMM filter in the presence of structural uncertainty. In: Recent Advances in Signal Processing and Communications. World Scientific and Engineering Society (WSES) Press,, Greece, pp. 83-88.

[img]
Preview
PDF (224_imacs99.pdf)
224_imacs99.pdf

Download (175kB)

Abstract

A solution to the state estimation problem under structural uncertainty (unknown or changeable dimension of the system state space) is given by the Interacting Multiple Model (IMM) filter. The requirements for its applicability under structural uncertainty are formulated. The highest IMM model probability is an indicator for the true model order and it can be used for structural identification. Results from test examples with stationary systems and systems with structural nonstationarity (changeable structure in the course of the time) demonstrate the filter efficiency. The scalar and multivariable cases are investigated.

Item Type: Contribution in Book/Report/Proceedings
Uncontrolled Keywords: /dk/atira/pure/researchoutput/libraryofcongress/qa75
Subjects:
Departments: Faculty of Science and Technology > School of Computing & Communications
ID Code: 1125
Deposited By: Dr L Mihaylov
Deposited On: 01 Feb 2008 11:58
Refereed?: No
Published?: Published
Last Modified: 23 Aug 2019 23:42
URI: https://eprints.lancs.ac.uk/id/eprint/1125

Actions (login required)

View Item View Item