Title :
Stability analysis of the Interacting Multiple Model algorithm
Author :
Seah, Chze Eng ; Hwang, Inseok
Author_Institution :
Sch. of Aeronaut. & Astronaut., Purdue Univ., West Lafayette, IN
Abstract :
The interacting multiple model (IMM) algorithm is a well-known state estimation algorithm for hybrid systems. We derive a lower bound and an upper bound for the error covariance of the IMM algorithm for controllable and observable hybrid systems. We then derive sufficient conditions for the exponential stability of the IMM algorithm for a special class of hybrid systems by the Lyapunov approach.
Keywords :
Lyapunov methods; asymptotic stability; controllability; covariance analysis; observability; state estimation; Lyapunov approach; controllable hybrid systems; error covariance; exponential stability; interacting multiple model algorithm; observable hybrid systems; stability analysis; state estimation algorithm; Control systems; Error correction; Fault diagnosis; Filters; Performance analysis; Stability analysis; State estimation; Sufficient conditions; Target tracking; Upper bound;
Conference_Titel :
American Control Conference, 2008
Conference_Location :
Seattle, WA
Print_ISBN :
978-1-4244-2078-0
Electronic_ISBN :
0743-1619
DOI :
10.1109/ACC.2008.4586853
