Hypothesis Testing and State Estimation for Discrete Systems with Finite-Valued Switching Parameters
MASSACHUSETTS INST OF TECH CAMBRIDGE ELECTRONIC SYSTEMS LAB
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This paper considers the problem of state estimation for discrete systems with parameters which may be switching within a finite set of values. 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 N squared elemental estimators where N is the number of possible parameter values.
- Operations Research