Modal estimation in hybrid systems
The paper proposes a new algorithm for state estimation in hybrid systems modeled by a set of nonlinear stochastic differential equations. Estimation is normally difficult by the nonlinear equations of state evolution. The proposed algorithm is an explicit processing algorithm of the probability distribution of the plant state and regime index. It approximates the conditional mean estimator. It is compared with some other methods currently in use.
nonlinear stochastic differential equations
scientific article; zbMATH DE number 1449174