TY - GEN
T1 - Mode-estimation for jump-linear systems with partial information
AU - Choukroun, Daniel
AU - Speyer, Jason L.
PY - 2007/12/1
Y1 - 2007/12/1
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=46449138037&partnerID=8YFLogxK
U2 - 10.1109/ACC.2007.4282402
DO - 10.1109/ACC.2007.4282402
M3 - Conference contribution
AN - SCOPUS:46449138037
SN - 1424409888
SN - 9781424409884
T3 - Proceedings of the American Control Conference
SP - 5141
EP - 5146
BT - Proceedings of the 2007 American Control Conference, ACC
T2 - 2007 American Control Conference, ACC
Y2 - 9 July 2007 through 13 July 2007
ER -