A necessary condition for effective performance of the multiple model adaptive estimator
Mauro J. Caputi · IEEE Transactions on Aerospace and Electronic Systems · 1995
Effective adaptive estimation for a general linear system driven by an input modeled by a randomly switching Gaussian process is considered. The performance of the multiple model adaptive estimator (MMAE) is, in some cases, unexpectedly hampered by a necessary condition not satisfied by the linear system. This key dependency for effective MMAE performance is based on a particular property of the DC gain of the linear system.>