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A novel suboptimal algorithm for state estimation of Markov jump linear systems

✍ Scribed by Wei Liu; Huaguang Zhang; Jie Fu; Zhanshan Wang

Book ID
107504857
Publisher
South China University of Technology and Academy of Mathematics and Systems Science, CAS
Year
2011
Tongue
English
Weight
230 KB
Volume
9
Category
Article
ISSN
1672-6340

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Snmmary--This paper describes a technique that may be used to modify and approximate the covariance and weighting matrix computations of the extended Kalman filter. The resulting simplified algorithm, referred to as the piecewise-recursive, extended, Kalman filter, yields a significant improvement i