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– 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… (More)

Optimal 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 Cramér-Rao-type lower bound on the… (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)

—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… (More)

—We present a unified approach to the problem of state estimation under measurement and model uncertainties. The approach allows formulation of problems such as maneuvering target tracking, target tracking in clutter, and multiple target tracking using a single state-space system with random matrix coefficients. Consequently, all may be solved efficiently… (More)

We revisit the problem of tracking the state of a hybrid system capable of performing a bounded number of mode switches. In a previous paper we have addressed a version of the problem where we have assumed the existence of a deterministic, known hard bound on the number of mode transitions. In addition, it was assumed that the system can possess only two… (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)