Multiple model estimation with inter-residual distance feedback

This paper presents a modification of the Multiple Model Adaptive Estimation concept. A trade-off problem between tracking the process and distinguishing the models is pointed out and an adaption of the elemental filters is proposed. The adaption scheme modifies the filters such that the predicted m...

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Bibliographic Details
Main Authors: Eivind J. Lund, Jens G. Balchen, Bjarne A. Foss
Format: Article
Language:English
Published: Norwegian Society of Automatic Control 1992-07-01
Series:Modeling, Identification and Control
Subjects:
Online Access:http://www.mic-journal.no/PDF/1992/MIC-1992-3-1.pdf
Description
Summary:This paper presents a modification of the Multiple Model Adaptive Estimation concept. A trade-off problem between tracking the process and distinguishing the models is pointed out and an adaption of the elemental filters is proposed. The adaption scheme modifies the filters such that the predicted measurements do not become too close in some sense. This has considerable influence on the distinguishability of the filters and thereby the properties of the Multiple Model Adaptive Estimation algorithm. Stability of the method is considered, and a simulated example demonstrates the method.
ISSN:0332-7353
1890-1328