“Multiple model estimation with inter-residual distance feedback”

Authors: Eivind J. Lund, Jens G. Balchen and Bjarne A. Foss,
Affiliation: NTNU, Department of Engineering Cybernetics
Reference: 1992, Vol 13, No 3, pp. 127-140.

Keywords: Adaptive systems, estimation, Kalman filters, parameter estimation, state estimation, system identification

Abstract: This paper presents a modification of the Multiple Model Adaptive Estimation concept. A trade-off problem between tracking the process and distinguishing the models is pointed out and an adaption of the elemental filters is proposed. The adaption scheme modifies the filters such that the predicted measurements do not become too close in some sense. This has considerable influence on the distinguishability of the filters and thereby the properties of the Multiple Model Adaptive Estimation algorithm. Stability of the method is considered, and a simulated example demonstrates the method.

PDF PDF (1387 Kb)        DOI: 10.4173/mic.1992.3.1

DOI forward links to this article:
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  title={{Multiple model estimation with inter-residual distance feedback}},
  author={Lund, Eivind J. and Balchen, Jens G. and Foss, Bjarne A.},
  journal={Modeling, Identification and Control},
  publisher={Norwegian Society of Automatic Control}