Estimation for a Feedback System With a Desired Final State and Intermittent Stochastic Inputs

The system considered in this article operates with a feedback that is characterized by a gain and a desired final state (DFS), which is the main parameter of interest in this article. 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—an interacting multiple model estimator is designed to handle the unknown DFS to be estimated (mode
$M_{1}$
) and the random inputs (mode
$M_{2}$
). Simulation results explore several scenarios and investigate the degree of observability of this stochastic problem