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Detection and estimation for abruptly changing systems

โœ Scribed by Jitendra K. Tugnait

Publisher
Elsevier Science
Year
1982
Tongue
English
Weight
900 KB
Volume
18
Category
Article
ISSN
0005-1098

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โœฆ Synopsis

The problem of state estimation and system structure detection for discrete stochastic dynamical systems with parameters which may switch among a finite set of values is considered. The switchings are modelled by a Markov chain with known transition probabilities. A brief survey and a unified treatment of the existing suboptimal algorithms are provided. The optimal algorithms require exponentially increasing memory and computations with time. Simulation results comparing the various suboptimal algorithms are presented.

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