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A Study on Stability of the Interacting Multiple Model Algorithm

delete2017-02-01
delete70
PRE
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I
Inseok Hwang *
C
Chze Eng Seah
S
Sangjin Lee
DOI:10.1109/TAC.2016.2558156delete
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Abstract

Abstract

En 中文
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.
Keywords:
Hybrid systems
interacting multiple model (IMM) algorithm
multiple model Kalman filter
stability analysis
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Journal

IEEE Transactions on Automatic Control cover
IEEE Transactions on Automatic Control
IF:
7
Papers:
1.3W
Citations:
6.7W

Organization

Purdue University System cover
Purdue University System
Scholars:
3.9W
Papers: 3.6W
Citations: 66
P
Purdue University
Scholars:
2.7W
Papers: 2.1W
Citations: 147