Title :
A novel suboptimal nonlinear filtering scheme for stochastic hybrid systems
Author :
Tsai, Ching-Clih
Author_Institution :
Dept. of Electr. Eng., Nat. Chung-Hsing Univ., Taichung, Taiwan
Abstract :
This paper develops methodologies for suboptimal nonlinear filtering of a stochastic hybrid system whose switching behavior is governed by a continuous-time finite state Markov chain (FSMC) with known transition probabilities. A novel suboptimal filter approximation is presented for the system whose transition rates are very slow. An approximate filter for the system structure detection problem is then studied. Finally, numerical simulations are performed to investigate the behavior of the suboptimal filters
Keywords :
Markov processes; approximation theory; filtering theory; nonlinear filters; stochastic systems; approximate filter; continuous-time finite state Markov chain; numerical simulations; stochastic hybrid systems; suboptimal filter approximation; suboptimal nonlinear filtering scheme; switching behavior; system structure detection problem; transition probabilities; transition rates; Current measurement; Differential equations; Filtering algorithms; Filtering theory; Motion detection; Motion estimation; Nonlinear filters; Probability; State estimation; Stochastic systems;
Conference_Titel :
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location :
Kobe
Print_ISBN :
0-7803-3590-2
DOI :
10.1109/CDC.1996.574377
