Accession Number:

ADA043099

Title:

Hypothesis Testing and State Estimation for Discrete Systems with Finite-Valued Switching Parameters

Descriptive Note:

Interim rept.

Corporate Author:

MASSACHUSETTS INST OF TECH CAMBRIDGE ELECTRONIC SYSTEMS LAB

Personal Author(s):

Report Date:

1977-06-01

Pagination or Media Count:

29.0

Abstract:

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.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE