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Analysis of reduced-search BCJR algorithms for input estimation in a jump linear system

机译:跳线性系统中用于输入估计的简化搜索BCJR算法分析

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摘要

Linear systems with unknown finite-valued inputs are of interest in all those hybrid frameworks where switches or jumps may change the continuous dynamics of a linear system. Many models have been proposed in this sense; in most cases, a probabilistic distribution on the input is assumed to be known and used as prior information for estimation. In this paper, we propose a simple model of jump linear system and develop low complexity algorithms, based on BCJR, to retrieve the input We consider systems over a possibly infinite time horizon, which motivates the study of on-line, causal algorithms. Our main purpose is to provide a rigorous theoretical analysis of the performance of the proposed techniques: an error function is defined and its distribution is proved to converge, exploiting mathematical tools from Markov Processes theory and ergodic theorems.
机译:在所有混合框架中,具有未知有限值输入的线性系统都是令人关注的,在这些混合框架中,开关或跳跃可能会改变线性系统的连续动力学。在这种意义上已经提出了许多模型。在大多数情况下,假定输入上的概率分布是已知的,并用作估计的先验信息。在本文中,我们提出了一个简单的跳跃线性系统模型,并基于BCJR开发了低复杂度算法,以检索输入。我们考虑可能在无限时间范围内的系统,这推动了在线因果算法的研究。我们的主要目的是对提出的技术的性能进行严格的理论分析:利用马尔可夫过程理论和遍历定理,使用数学工具定义误差函数并证明其分布收敛。

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