Analysis of Multimodal Systems
Juergen H. Bruckner, Ronald W. Scott, F. G. Rea · IEEE Transactions on Aerospace and Electronic Systems · 1973
The estimation of a multimodal linear system whose mode-to-mode transitions are described by a finite-state Markov chain is described. The problem has application in studying separation standards in an air traffic control environment. An optimal solution is formulated which is computationally infeasible. A suboptimal estimator is then derived which closely approximates the optimal estimator. An example is presented to illustrate the technique.