DocumentCode
2386175
Title
Stability analysis of the Interacting Multiple Model algorithm
Author
Seah, Chze Eng ; Hwang, Inseok
Author_Institution
Sch. of Aeronaut. & Astronaut., Purdue Univ., West Lafayette, IN
fYear
2008
fDate
11-13 June 2008
Firstpage
2415
Lastpage
2420
Abstract
The interacting multiple model (IMM) algorithm is a well-known state estimation algorithm for hybrid systems. We derive a lower bound and an upper bound for the error covariance of the IMM algorithm for controllable and observable hybrid systems. We then derive sufficient conditions for the exponential stability of the IMM algorithm for a special class of hybrid systems by the Lyapunov approach.
Keywords
Lyapunov methods; asymptotic stability; controllability; covariance analysis; observability; state estimation; Lyapunov approach; controllable hybrid systems; error covariance; exponential stability; interacting multiple model algorithm; observable hybrid systems; stability analysis; state estimation algorithm; Control systems; Error correction; Fault diagnosis; Filters; Performance analysis; Stability analysis; State estimation; Sufficient conditions; Target tracking; Upper bound;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 2008
Conference_Location
Seattle, WA
ISSN
0743-1619
Print_ISBN
978-1-4244-2078-0
Electronic_ISBN
0743-1619
Type
conf
DOI
10.1109/ACC.2008.4586853
Filename
4586853
Link To Document