The problem of state estimation for discrete systems with parameters which may be switching within a finite set of values is considered. In the general case it is shown that the optimal estimator requires a bank of elemental estimators with its number growing exponentially with time. For the Markov parameter case, it is found that the optimal estimator requires only N2 elemental estimators where N is the number of possible parameter values.
Published in:
Aerospace and Electronic Systems, IEEE Transactions on
(Volume:AES-14
,
Issue:
3
)
Date of Publication: May 1978