Title :
IMM estimator versus optimal estimator for hybrid systems
Author :
Bar-Shalom, Yaakov ; Challa, Subhash ; Blom, Henk A P
Author_Institution :
Dept. of Electr. & Comput. Eng., Connecticut Univ., Storrs, CT, USA
fDate :
7/1/2005 12:00:00 AM
Abstract :
The special feature of the interacting multiple model (TMM) estimator that distinguishes it from other suboptimal multiple model (MM) estimators is the "mixing/interaction" between its "mode-matched" base state filtering modules at the beginning of each cycle. This note shows that the same feature is exactly what it has in common with the optimal estimator for hybrid (MM) systems and this can be seen as the main reason for its success.
Keywords :
estimation theory; filtering theory; stochastic systems; IMM estimator; hybrid systems; interacting multiple model estimator; optimal estimator; state filtering modules; Aerospace engineering; Electronic mail; Filtering; Filters; Laboratories; Noise measurement; Sampling methods; State estimation; Stochastic systems; White noise;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
DOI :
10.1109/TAES.2005.1541443
