Thordur Runolfsson

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A central issue in real time applications of particle filtering is high computational cost. This problem is particularly compounded when particle filters are used in hybrid system estimation and especially in algorithms based on the interacting multiple model (IMM) algorithm. In this paper a new method for nonlinear/non-Gaussian Markovian switching system(More)
The computation of the stationary distribution of an uncertain nonlinear dynamical system is an important tool in analysis of the long term behavior of the system. One common approach is to use a Monte Carlo type method. However, that type of method requires many simulations runs to achieve a reasonable accuracy and can be computationally excessive. In this(More)
Great advances in the last decade in computer and network technologies as well as demands for higher levels of performance and functionality often results in complex engineered systems that can exhibit complicated dynamic behavior that had not been anticipated during the design process and is difficult to control. Recent advances in simulation and(More)