DocumentCode :
2081633
Title :
Extensions of jump Markov system estimation techniques
Author :
Sun, Kunpeng ; Li, Lun ; Panayotopoulos, George ; Packard, Andy
Author_Institution :
Dept. of Mech. Eng., California Univ., Berkeley, CA, USA
Volume :
5
fYear :
2002
fDate :
2002
Firstpage :
4209
Abstract :
In this paper, we review the framework for fault modeling and identification using jump Markov systems. We derive a special case of an estimation problem where the Viterbi algorithm holds, allowing the most-likely model path to be computed recursively in time, with fixed computational requirements at each time step. In the same case, the model probability at each time step can also be calculated exactly, with fixed computation. We also present a new heuristic, and evaluate it´s performance on a well-known example.
Keywords :
Markov processes; fault location; maximum likelihood estimation; Viterbi algorithm; fault identification; fault modeling; jump Markov system estimation; model probability; Control systems; Fault detection; Fault diagnosis; Mechanical engineering; Probability; Random processes; Random variables; Recursive estimation; Sun; Viterbi algorithm;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
American Control Conference, 2002. Proceedings of the 2002
ISSN :
0743-1619
Print_ISBN :
0-7803-7298-0
Type :
conf
DOI :
10.1109/ACC.2002.1024592
Filename :
1024592
Link To Document :
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