Hybrid Estimation of Complex Systems

Abstract
Modern automated systems evolve both continuously and discretely, and hence require estimation techniques that go well beyond the capability of a typical Kalman filter. Multiple model (MM) estimation schemes track these system evolutions by applying a bank of filters, one for each discrete system mode. Modern systems, however, are often composed of many interconnected components that exhibit rich behaviors, due to complex, system-wide interactions. Modeling these systems leads to complex stochastic hybrid models that capture the large number of operational and failure modes. This large number of modes makes a typical MM estimation approach infeasible for online estimation. This paper analyzes the shortcomings of MM estimation, and then introduces an alternative hybrid estimation scheme that can efficiently estimate complex systems with large number of modes. It utilizes search techniques from the toolkit of model-based reasoning in order to focus the estimation on the set of most likely modes, without missing symptoms that might be hidden amongst the system noise. In addition, we present a novel approach to hybrid estimation in the presence of unknown behavioral modes. This leads to an overall hybrid estimation scheme for complex systems that robustly copes with unforeseen situations in a degraded, but fail-safe manner.

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