Multiple-model estimation with variable structure: model-group switching algorithm
X.P. Li, Youmin M. Zhang, Xiaorong Zhi · 2002
A general multiple-model estimator with variable structure (VSMM), called model-group switching algorithm, is presented. It assumes that the total set of models can be covered by a number of model groups, each representing a cluster of closely related system behavior patterns or structures, and a particular group is running at any given time determined by a hard decision. This algorithm is the first VSMM estimator that is generally applicable to a large class of problem with hybrid (continuous and discrete) uncertainties and easily implementable. The algorithm is promising in the sense of being substantially more cost-effective than the interacting multiple-model estimator.