Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1704942 | Applied Mathematical Modelling | 2012 | 12 Pages |
Abstract
The paper deals with recursive state estimation for hybrid systems. An unobservable state of such systems is changed both in a continuous and a discrete way. Fast and efficient online estimation of hybrid system state is desired in many application areas. The presented paper proposes to look at this problem via Bayesian filtering in the factorized (decomposed) form. General recursive solution is proposed as the probability density function, updated entry-wise. The paper summarizes general factorized filter specialized for (i) normal state-space models; (ii) multinomial state-space models with discrete observations; and (iii) hybrid systems. Illustrative experiments and comparison with one of the counterparts are provided.
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Evgenia Suzdaleva, Ivan Nagy,