Modelling of an uncertain system using the selected filter interacting multiple model algorithm

The selected filter interacting multiple model algorithm (SFIMM) is a modification of the IMM algorithm which needs a smaller number of models than the IMM algorithm. The algorithm uses a subset of the models of the standard IMM and employs adaptive techniques to select models close to the system model. In this paper the SFIMM algorithm has been employed to estimate the state and forcing function of a system. The performance of the SFIMM algorithm is compared with the IMM algorithm using simulation