Numerically robust implementation of multiple-model algorithms
X.R. Li, Youmin M. Zhang · IEEE Transactions on Aerospace and Electronic Systems · 2000
Standard implementation of multiple-model (MM) estimation algorithms may suffer from numerical problems, especially numerical underflows, which occur when the true model is vastly different from one or more models used in the algorithm. This may be devastating to the performance of the MM algorithm. Numerical robust implementations of some of the most popular MM algorithms are presented. Simulation results are provided to verify the proposed implementation and to compare with the implementations with a lower bound.