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Optimal mean-square error estimators of systems with interrupted measurements are infinite dimensional, because these systems belong to the class of hybrid systems. This renders the calculation of a lower bound for the estimation error of the interruption process in these systems of particular interest. Recently it has been shown that a Crame/spl(More)
We consider the problem of tracking the state of a hybrid system capable of performing a bounded number of mode switches. The system is assumed to follow either a nominal or an anomalous model, where the nominal model may stand for, e.g., the non-maneuvering motion regime of a target or the fault-free operation mode of a sensor, and the anomalous model may(More)
— A generalized state space representation of a dy-namical system with random modes is presented. The dynamics equation includes the effect of the state's linear minimum mean squared error (LMMSE) optimal estimate, representing the behavior of a closed loop control system featuring a state esti-mator. The measurement equation is allowed to depend on past(More)
Characterized by sudden structural changes, fault-prone systems are modeled using the framework of systems with switching parameters or hybrid systems. Since a closed-form mean-square optimal filtering algorithm for this class of systems does not exist, it is of particular interest to derive a lower bound on the state estimation error covariance. The well(More)
We consider estimating the state of a dynamic system subject to actuator faults. The discretely-valued fault mechanism renders the system hybrid, and results in anomalous changes in the dynamics equation that may be interpreted as random accelerations. Two closely related problem formulations are considered. In the first formulation multiple models are used(More)