A multiple model adaptive estimation algorithm for systems with parameter change

@article{Soken2016AMM,
  title={A multiple model adaptive estimation algorithm for systems with parameter change},
  author={Halil Ersin Soken and Shin-ichiro Sakai},
  journal={2016 55th Annual Conference of the Society of Instrument and Control Engineers of Japan (SICE)},
  year={2016},
  pages={1718-1723}
}
This paper presents an autonomous multiple model (AMM) estimation algorithm for systems with sudden parameter changes. Estimates of a bank of Kalman filters (KFs) are merged based on a newly defined likelihood function. The function is composed of two measures, one for weighting the filters during the steady state mode and the other for weighting when there… CONTINUE READING