IMM Estimator Versus Optimal Estimator for Hybrid Systems

Journal article (2005)

Authors

Y Bar-Shalom University of Connecticut
S. Challa Sydney Technological University
HAP Blom Royal Netherlands Aerospace Centre NLR
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Published Date

2005

Language

English

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Abstract

The special feature of the interacting multiple model (IMM) estimator that distinguishes it from other suboptimal multiple model (MM) estimators is the “mixing/interaction” between its “mode-matched” base state filtering modules at the beginning of each cycle. This note shows that the same feature is exactly what it has in common with the optimal estimator for hybrid (MM) systems and this can be seen as the main reason for its success.