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Many various algorithms are developed for state estimation of dynamic switching systems. It is not a straightforward task to choose the most suitable one. This paper deals with testing of state estimation via two well-known approaches: recursive estimation with finite mixtures and iterative technique with hidden Markov models. A discussion of comparison of these online and offline counterparts is of true interest. The paper describes experiments providing a comparison of these methods.
Date of Conference: 15-17 Sept. 2011