Yaakov Oshman

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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)
A Cramér–Rao-type lower bound is presented for systems with measurements prone to discretely-distributed faults, which are a class of hybrid systems. Lower bounds for both the state and the Markovian interruption variables (fault indicators) of the system are derived, using the recently presented sequential version of the Cramér–Rao lower bound (CRLB) for(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)
The problem of fault tolerant state estimation is considered. We propose a unified, general formulation of the problem in which two different types of faults affect the system’s output simultaneously. This problem statement generalizes previously reported formulations that may be obtained as special cases. Three families of state estimation methods for(More)
A generalized state space representation of dynamical systems with random modes switching according to a white random process is presented. The new formulation includes a term, in the dynamics equation, that depends on the most recent linear minimum mean squared error (LMMSE) estimate of the state. This can model the behavior of a feedback control system(More)
A generalized state space representation of a dynamical 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 estimator. The measurement equation is allowed to depend on past LMMSE(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)