Estimation for a feedback system with a desired final state and intermittent stochastic inputs

Shida Ye; Yaakov Bar-Shalom; Radu Visina; Peter Shea; Chee-yee Chong

doi:10.1117/12.2588248

21 May 2021 Estimation for a feedback system with a desired final state and intermittent stochastic inputs

Shida Ye, Yaakov Bar-Shalom, Radu Visina, Peter Shea, Chee-yee Chong

Proceedings Volume 11756, Signal Processing, Sensor/Information Fusion, and Target Recognition XXX; 1175605 (2021) https://doi.org/10.1117/12.2588248
Event: SPIE Defense + Commercial Sensing, 2021, Online Only

Abstract

The system considered in this paper operates with a feedback that is characterized by a gain and a desired final state (DFS), which is the main parameter of interest in the present study. The system is, however, subjected intermittently to stochastic inputs according to a Markov process. Since the system operates in two modes | under the feedback to the DFS and under a stochastic input|the Interacting Multiple Model (IMM) estimator is used. Two approaches are considered: (i) the DFS is a discrete-valued random variable | one of a finite number of possible states | with an a priori probability mass function (pmf), and (ii) the DFS is a continuous-valued random variable with an a priori probability density function (pdf). For Approach (i), we use a multiple IMM estimator (MIMM) that features one IMM for each one of the possible DFS. The a posteriori probability of the model for each IMM, i.e., of each DFS, will be computed based on the likelihood function (LF) of the corresponding IMM. For Approach (ii), we design a single IMM to handle the unknown DFS to be estimated (mode M₁), and the random inputs (mode M₂). Simulation results explore several scenarios and investigate the degree of observability of this stochastic problem.

Conference Presentation

Citation Download Citation

Shida Ye, Yaakov Bar-Shalom, Radu Visina, Peter Shea, and Chee-yee Chong "Estimation for a feedback system with a desired final state and intermittent stochastic inputs", Proc. SPIE 11756, Signal Processing, Sensor/Information Fusion, and Target Recognition XXX, 1175605 (21 May 2021); https://doi.org/10.1117/12.2588248

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