Numerically robust implementation of multiple-model algorithms

X. Rong Li; Youmin Zhang

doi:10.1109/7.826329

Numerically robust implementation of multiple-model algorithms

X. Rong Li
, Youmin Zhang

University of New Orleans
Western University

Research output: Contribution to journal › Article › peer-review

50 Scopus citations

Abstract

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.

Original language	English
Pages (from-to)	266-278
Number of pages	13
Journal	IEEE Transactions on Aerospace and Electronic Systems
Volume	36
Issue number	1
DOIs	https://doi.org/10.1109/7.826329
State	Published - 2000
Externally published	Yes

Access to Document

10.1109/7.826329

Cite this

@article{3929cd4a02e8437daedeb6fb3bd45f6b,

title = "Numerically robust implementation of multiple-model algorithms",

abstract = "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.",

author = "\{Rong Li\}, X. and Youmin Zhang",

year = "2000",

doi = "10.1109/7.826329",

language = "英语",

volume = "36",

pages = "266--278",

journal = "IEEE Transactions on Aerospace and Electronic Systems",

issn = "0018-9251",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

number = "1",

}

TY - JOUR

T1 - Numerically robust implementation of multiple-model algorithms

AU - Rong Li, X.

AU - Zhang, Youmin

PY - 2000

Y1 - 2000

N2 - 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.

AB - 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.

UR - https://www.scopus.com/pages/publications/0033908866

U2 - 10.1109/7.826329

DO - 10.1109/7.826329

M3 - 文章

AN - SCOPUS:0033908866

SN - 0018-9251

VL - 36

SP - 266

EP - 278

JO - IEEE Transactions on Aerospace and Electronic Systems

JF - IEEE Transactions on Aerospace and Electronic Systems

IS - 1

ER -

Numerically robust implementation of multiple-model algorithms

Abstract

Access to Document

Other files and links

Fingerprint

Cite this