A Study on Stability of the Interacting Multiple Model Algorithm

Inseok Hwang; Chze Eng Seah; Sangjin Lee

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A Study on Stability of the Interacting Multiple Model Algorithm

机译：交互多模型算法的稳定性研究

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摘要

The Interacting Multiple Model (IMM) algorithm has been used in various applications with good performance. However, to the best of our knowledge, stability conditions of the IMM algorithm have not been shown in the control literature. This technical note presents a sufficient condition for the exponential stability of the IMM algorithm for a class of Markov jump linear systems. We derive a lower bound and an upper bound for the error covariances of the IMM algorithm, and then derive the stability condition by the Lyapunov approach.

机译：交互多模型（IMM）算法已以良好的性能用于各种应用程序中。但是，据我们所知，IMM算法的稳定性条件尚未在控制文献中显示。本技术说明为一类Markov跳跃线性系统的IMM算法的指数稳定性提供了充分的条件。我们为IMM算法的误差协方差导出了一个下界和一个上限，然后通过Lyapunov方法导出了稳定性条件。

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来源
《Automatic Control, IEEE Transactions on》 |2017年第2期|901-906|共6页
作者
Inseok Hwang; Chze Eng Seah; Sangjin Lee;
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作者单位

School of Aeronautics and Astronautics, Purdue University, West Lafayette, IN, USA;

DSO National Laboratories, Singapore;

School of Aeronautics and Astronautics, Purdue University, West Lafayette, IN, USA;

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正文语种 eng
中图分类
关键词
Kalman filters; Algorithm design and analysis; Covariance matrices; Stability criteria; Markov processes; Control theory;

机译：卡尔曼滤波器;算法设计与分析;协方差矩阵;稳定性判据;马尔可夫过程;控制理论;

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A Study on Stability of the Interacting Multiple Model Algorithm

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