Recursive state estimation for hybrid systems

0371119 - ÚTIA 2012 RIV NL eng J - Článek v odborném periodiku
Suzdaleva, Evgenia - Nagy, I.
Recursive state estimation for hybrid systems.
Applied Mathematical Modelling. Roč. 36, č. 4 (2012), 1347–1358. ISSN 0307-904X. E-ISSN 1872-8480
Grant CEP: GA MŠMT 1M0572; GA TA ČR TA01030123
Výzkumný záměr: CEZ:AV0Z10750506
Klíčová slova: recursive state estimation * hybrid systems * state-space model * filtering * mixed data
Kód oboru RIV: BC - Teorie a systémy řízení
Impakt faktor: 1.706, rok: 2012
http://library.utia.cas.cz/separaty/2012/AS/suzdaleva-recursive state estimation for hybrid systems.pdf

The paper deals with recursive state estimation for hybrid systems. An unobservable state of such systems is changed both in a continuous and a discrete way. Fast and efficient online estimation of hybrid system state is desired in many application areas. The presented paper proposes to look at this problem via Bayesian filtering in the factorized (decomposed) form. General recursive solution is proposed as the probability density function, updated entry-wise. The paper summarizes general factorized filter specialized for (i) normal state-space models; (ii) multinomial state-space models with discrete observations; and (iii) hybrid systems. Illustrative experiments and comparison with one of the counterparts are provided.
Trvalý link: http://hdl.handle.net/11104/0204733