A stochastic approximation based state estimation algorithm for Stochastic Hybrid Systems

2012 ◽  
Author(s):  
Weiyi Liu ◽  
Inseok Hwang
Keyword(s):  
State Estimation ◽  
Hybrid Systems ◽  
Stochastic Approximation ◽  
Estimation Algorithm ◽  
Stochastic Hybrid Systems

scholarly journals Efficient nonlinear filtering of a singularly perturbed stochastic hybrid system

2011 ◽  
Vol 14 ◽  
pp. 254-270 ◽  
Author(s):  
Jun H. Park ◽  
Boris Rozovskii ◽  
Richard B. Sowers
Keyword(s):  
State Estimation ◽  
Hybrid Systems ◽  
Hybrid System ◽  
Nonlinear Filtering ◽  
Efficient Estimation ◽  
Singularly Perturbed ◽  
Stochastic Hybrid Systems ◽  
Stochastic Hybrid System ◽  
Estimation Scheme ◽  
On Line

AbstractOur focus in this work is to investigate an efficient state estimation scheme for a singularly perturbed stochastic hybrid system. As stochastic hybrid systems have been used recently in diverse areas, the importance of correct and efficient estimation of such systems cannot be overemphasized. The framework of nonlinear filtering provides a suitable ground for on-line estimation. With the help of intrinsic multiscale properties of a system, we obtain an efficient estimation scheme for a stochastic hybrid system.

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