A maximum likelihood estimator for switching linear systems with unknown inputs

This paper investigates the construction of an estimator for switching linear systems with unknown inputs (UI) and Gaussian noises, in the case of unknown switching sequence. First, a maximum-likelihood switching sequence estimator is constructed. Then, both state and UI estimators are proposed. An...

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Veröffentlicht in:	Automatica (Oxford) 2019-10, Vol.108, p.108490, Article 108490
Hauptverfasser:	Meyer, Luc, Ichalal, Dalil, Vigneron, Vincent
Format:	Artikel
Sprache:	eng
Schlagworte:	Automatic Control Engineering Computer Science Discrete Mathematics Discrete-time system Minimum variance estimation State estimation Switching systems Unknown input
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Zusammenfassung:	This paper investigates the construction of an estimator for switching linear systems with unknown inputs (UI) and Gaussian noises, in the case of unknown switching sequence. First, a maximum-likelihood switching sequence estimator is constructed. Then, both state and UI estimators are proposed. An example illustrates the theoretical contributions.
ISSN:	0005-1098 1873-2836
DOI:	10.1016/j.automatica.2019.07.003