Title

A New Generalized Residual Multiple Model Adaptive Estimator of Parameters and States

Document Type

Article

Publication Date

5-2006

Abstract

This article develops a modification to the standard Multiple Model Adaptive Estimator (MMAE) which allows the use of a new “generalized residual” in the hypothesis conditional probability calculation. The generalized residual is a linear combination of the traditional Kalman filter residual and the “post-fit” Kalman filter residual which is calculated after measurement incorporation. This new modified MMAE is termed a Generalized Residual Multiple Model Adaptive Estimator (GRMMAE). A derivation is provided for the hypothesis conditional probability formula which the GRMMAE uses to calculate probabilities that each elemental filter contains the correct parameter value.
Abstract excerpt © Elsevier

Comments

The 'Link to Full Text' button on this record points to the freely-accessible article, hosted at the publisher website. The article is marked open access to read ("Green Open Access"). The publisher retains permissions to re-use and distribute this article.

DOI

10.1016/j.mcm.2005.12.003

Source Publication

Mathematical and Computer Modelling

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