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Showing 1 to 2 of 2 for “"Multiple model estimation"”.
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Multiple model estimation for linear stochastic hybrid systems with non-homogeneous transition probabilities
… investigates the field of stochastic hybrid estimation. A broad introduction to the framework surrounding estimation, filtering, and multiple model based systems is presented. More specifically, the often made assumption of a constant time-invariant mode transition probability matrix is …
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Adaptive Estimation and Detection Techniques with Applications
… huge diversity of engineering applications. Multiplemodel (MM) estimation is the state-of-the-art approach to many hybrid estimation problems. Existing MM methods with fixed structure usually perform well for problems that can be handled by a small set of models. However, their performance is …