A method for the estimation of infrequent abrupt changes in nonlinear systems

DOI10.1016/S0005-1098(97)00192-1MaRDI QIDQ1129697zbMATH OpenOpenAlexFDO

Authors Douglas G. Robertson, Jay H. Lee

Publication date 7 April 1999

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0005-1098(97)00192-1

zbMATH Keywords

filtersjump parametersmultiple modelsnon-Gaussian systemsnonlinear estimation

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Review text

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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Cites work

• A survey of design methods for failure detection in dynamic systems
• Adaptive forgetting in recursive identification through multiple models†
• Detecting changes in signals and systems - a survey
• Detection and estimation for abruptly changing systems
• scientific article; zbMATH DE number 3875113 (Why is no real title available?)
• scientific article; zbMATH DE number 4054671 (Why is no real title available?)
• On estimation of discrete processes under multiplicative and additive noise conditions
• The interacting multiple model algorithm for systems with Markovian switching coefficients

Cited in

(3)

• Change detection using an iterative algorithm with guarantees
• scientific article; zbMATH DE number 56466 (Why is no real title available?)
• scientific article; zbMATH DE number 2200710 (Why is no real title available?)

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