A method for the estimation of infrequent abrupt changes in nonlinear systems (Q1129697): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 03:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A method for the estimation of infrequent abrupt changes in nonlinear systems |
scientific article |
Statements
A method for the estimation of infrequent abrupt changes in nonlinear systems (English)
0 references
7 April 1999
0 references
The paper presents a framework for greatly reducing the number of filters for a nonlinear system witch may undergo abrupt changes. Under the conditions that it is not necessary to detect the exact time of change and the changes occur infrequently, the method based on Bayes' theorem is applied to find a suboptimal estimation algorithm.
0 references
multiple models
0 references
non-Gaussian systems
0 references
jump parameters
0 references
nonlinear estimation
0 references
filters
0 references
