Mode-estimation for jump-linear systems with partial information

Daniel Choukroun, Jason L. Speyer

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

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 languageEnglish
Title of host publicationProceedings of the 2007 American Control Conference, ACC
Pages5141-5146
Number of pages6
DOIs
StatePublished - 1 Dec 2007
Event2007 American Control Conference, ACC - New York, NY, United States
Duration: 9 Jul 200713 Jul 2007

Publication series

NameProceedings of the American Control Conference
ISSN (Print)0743-1619

Conference

Conference2007 American Control Conference, ACC
Country/TerritoryUnited States
CityNew York, NY
Period9/07/0713/07/07

ASJC Scopus subject areas

  • Electrical and Electronic Engineering

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