Title :
A recursive hybrid system approach to noise identification
Author :
Li, X. Rong ; Bar-Shalom, Yaakov
Author_Institution :
Dept. of Electr. & Syst. Eng., Connecticut Univ., Storrs, CT, USA
Abstract :
A hybrid approach that is valid for noise with rapidly or slowly varying statistics as well as constant statistics is presented. This approach is based on estimation using hybrid system models. As one of the most cost-effective estimation schemes for hybrid systems, the interacting multiple model (IMM) algorithm is used. Both simulation results and theoretical evaluation of the proposed approach are given. The approach can also be used for failure detection when failures are characterized by jumps in noise statistics
Keywords :
failure analysis; identification; signal processing; statistical analysis; failure detection; interacting multiple model; noise identification; noise statistics; recursive hybrid system; statistics; Adaptive filters; Additive noise; Control systems; Density functional theory; Knowledge engineering; Noise measurement; Reliability engineering; Statistics; Systems engineering and theory; Uncertainty;
Conference_Titel :
Control Applications, 1992., First IEEE Conference on
Conference_Location :
Dayton, OH
Print_ISBN :
0-7803-0047-5
DOI :
10.1109/CCA.1992.269737
