Hypothesis Testing and State Estimation for Discrete Systems with Finite-Valued Switching Parameters

Abstract

This paper considers the problem of state estimation for discrete systems with parameters which may be switching within a finite set of values. In the general case it is shown that the optimal estimator requires a bank of elemental estimators with its number growing exponentially with time. For the Markov parameter case, it is found that the optimal estimator requires only N squared elemental estimators where N is the number of possible parameter values.

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1977
Accession Number
ADA043099

Entities

People

  • C. B. Chang
  • M. Athans

Organizations

  • Massachusetts Institute of Technology

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Ballistic Trajectories
  • Differential Equations
  • Equations
  • Estimators
  • Filters
  • Kalman Filters
  • Linear Systems
  • Markov Processes
  • Massachusetts
  • Optimal Estimators
  • Plastic Explosives
  • Probability
  • Statistical Algorithms
  • Switching
  • Trajectories
  • United States

Fields of Study

  • Engineering
  • Mathematics

Readers

  • Semiconductor Device Technology
  • Statistical inference.