NDLI: Distribution-Free Mode-Estimators for a Class of Discrete-Time Jump-Linear Systems

Content Provider	IEEE Xplore Digital Library
Author	Choukroun, D. Speyer, J.L.
Copyright Year	2005
Description	Author affiliation: Department of Mechanical and Aerospace Engineering at UCLA, Los Angeles, CA-90095, USA dach@ucla.edu (Choukroun, D.)
Abstract	This paper is concerned with the development of recursive distribution-free mode-estimators for a class of discrete-time jump-linear systems. The cornerstone of the proposed filters consists of an algebraic manipulation of the dynamics equation of the continuous state. This equation turns out to be linear with respect to the mode vector, and, under the assumption of perfect state information, provides a linear observation equation for the mode. Appending this equation to the known linear dynamics equation of the mode yields a linear non-Gaussian state-space model. A first mode-estimator is then derived using standard Linear Filtering results. A second filter is developed as an application of a general discrete-time filter, which approximates the continuous-time optimal non-linear filter (the conditional mean estimator for continuous time) for small sample times. The second filter is preferred from a performance point of view. Model order reduction is applied in order to avoid singularity issues in the filters implementations. The second filter is envisioned as a useful tool in the analysis and design of dual controllers for this type of hybrid systems.
Starting Page	6928
Ending Page	6933
File Size	152024
Page Count	6
File Format	PDF
ISBN	0780395670
DOI	10.1109/CDC.2005.1583277
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2005-12-15
Publisher Place	Spain
Access Restriction	Subscribed
Rights Holder	IEEE/EUCA
Subject Keyword	Nonlinear filters Nonlinear equations Switches Vectors Stochastic processes Manipulator dynamics Maximum likelihood detection Control systems Filtering Stochastic resonance optimal non-linear filtering Finite-alphabet homogenous Markov chain jump-linear system
Content Type	Text
Resource Type	Article

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