A novel suboptimal nonlinear filtering scheme for stochastic hybrid systems

Author

Tsai, Ching-Clih

Author_Institution

Dept. of Electr. Eng., Nat. Chung-Hsing Univ., Taichung, Taiwan

Volume

1

fYear

1996

fDate

11-13 Dec 1996

Firstpage

558

Abstract

This paper develops methodologies for suboptimal nonlinear filtering of a stochastic hybrid system whose switching behavior is governed by a continuous-time finite state Markov chain (FSMC) with known transition probabilities. A novel suboptimal filter approximation is presented for the system whose transition rates are very slow. An approximate filter for the system structure detection problem is then studied. Finally, numerical simulations are performed to investigate the behavior of the suboptimal filters

Keywords

Markov processes; approximation theory; filtering theory; nonlinear filters; stochastic systems; approximate filter; continuous-time finite state Markov chain; numerical simulations; stochastic hybrid systems; suboptimal filter approximation; suboptimal nonlinear filtering scheme; switching behavior; system structure detection problem; transition probabilities; transition rates; Current measurement; Differential equations; Filtering algorithms; Filtering theory; Motion detection; Motion estimation; Nonlinear filters; Probability; State estimation; Stochastic systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1996., Proceedings of the 35th IEEE Conference on

Conference_Location

Kobe

ISSN

0191-2216

Print_ISBN

0-7803-3590-2

Type

conf

DOI

10.1109/CDC.1996.574377

Filename

574377