A method for the estimation of infrequent abrupt changes in nonlinear systems (Q1129697): Difference between revisions
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Revision as of 22:06, 9 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A method for the estimation of infrequent abrupt changes in nonlinear systems |
scientific article |
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A method for the estimation of infrequent abrupt changes in nonlinear systems (English)
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7 April 1999
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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.
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multiple models
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non-Gaussian systems
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jump parameters
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nonlinear estimation
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filters
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