State Estimation for Discrete Systems with Switching Parameters
- 1 May 1978
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Aerospace and Electronic Systems
- Vol. AES-14 (3) , 418-425
- https://doi.org/10.1109/taes.1978.308603
Abstract
The problem of state estimation for discrete systems with parameters which may be switching within a finite set of values is considered. In the general case it is shown that the optimal estimator requires a bank of elemental estimators with its number growing exponentially with time. For the Markov parameter case, it is found that the optimal estimator requires only N2 elemental estimators where N is the number of possible parameter values.Keywords
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