Abstract
In this work the mode estimation problem for special classes of jump systems is investigated in discrete-time. Assuming a non-linear dynamics and full information for the continuous states, a mode estimator is developed based on the conditionally-linear approach, thus extending the scope of application of a previous work. This suboptimal filter is compared with the optimal algorithm (Wonham filter) on a simple numerical example via Monte-Carlo simulations, which confirm the asymptotic optimal behavior of the proposed filter in the case of Gaussian observation noises. A local convergence analysis for the equivalent continuous-time algorithm is proposed for the case of a static mode, which yields an intuitive criterion for observability. In a case of partial information on the continuous states of jump-linear systems, which can not be handled using Wonham filter, a finite dimensional mode estimator is developed in the framework of conditionally-linear filtering. As an numerical example, the problem of gyro failure detection from accurate spacecraft attitude measurements is considered and the filter performance are illustrated via extensive Monte-Carlo simulations.
Original language | English |
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State | Published - 1 Dec 2007 |
Event | 47th Israel Annual Conference on Aerospace Sciences 2007 - Tel Aviv - Haifa, Israel Duration: 21 Feb 2007 → 22 Feb 2007 |
Conference
Conference | 47th Israel Annual Conference on Aerospace Sciences 2007 |
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Country/Territory | Israel |
City | Tel Aviv - Haifa |
Period | 21/02/07 → 22/02/07 |
ASJC Scopus subject areas
- Aerospace Engineering