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A detection-estimation scheme for state estimation in switching environments

✍ Scribed by J.K. Tugnait; A.H. Haddad

Publisher
Elsevier Science
Year
1979
Tongue
English
Weight
463 KB
Volume
15
Category
Article
ISSN
0005-1098

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✦ Synopsis

A combined detection-estimation scheme IS proposed for state estimation in linear systems wlth random Markovian noise statistics The optimal MMSE estimator requires exponentially increasing memory and computations with time The proposed approach is an attempt to circumvent this problem Simulation results are presented which show the advantages of the proposed scheme over some of the existing suboptimal approaches

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