• DocumentCode
    805816
  • Title

    A necessary condition for effective performance of the multiple model adaptive estimator

  • Author

    Caputi, M.J.

  • Author_Institution
    Dept. of Eng., Hofstra Univ., Hempstead, NY
  • Volume
    31
  • Issue
    3
  • fYear
    1995
  • fDate
    7/1/1995 12:00:00 AM
  • Firstpage
    1132
  • Lastpage
    1139
  • Abstract
    Effective adaptive estimation for a general linear system driven by an input modeled by a randomly switching Gaussian process is considered. The performance of the multiple model adaptive estimator (MMAE) is, in some cases, unexpectedly hampered by a necessary condition not satisfied by the linear system. This key dependency for effective MMAE performance is based on a particular property of the DC gain of the linear system
  • Keywords
    Gaussian processes; adaptive Kalman filters; adaptive estimation; adaptive signal processing; DC gain; effective performance; general linear system; linear system; multiple model adaptive estimator; randomly switching Gaussian process; Adaptive algorithm; Adaptive estimation; Adaptive filters; Gaussian noise; Gaussian processes; Linear systems; Parallel processing; Performance gain; Random processes; State estimation;
  • fLanguage
    English
  • Journal_Title
    Aerospace and Electronic Systems, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9251
  • Type

    jour

  • DOI
    10.1109/7.395229
  • Filename
    395229