Multiple Model Approaches

Abstract

During the mid-to-late 1960’s there emerged a new state estimation and control methodology for handling the adaptive Incomplete State Information (ISI) problem [150, 166]. This methodology is known as Multiple Model Adaptive Estimation/Control (MMAE/C) or Partitioned Adaptive Filtering/Control(PAF/C). It originally appeared as a response to the fact that the reformulation of the adaptive ISI problem in terms of an augmented state (as explained in Section 6.3) yields a set of nonlinear equations, even if the original system were linear. Although this technique seems attractive, because it enables the uncertain parameters to be treated as part of the augmented state vector, estimation and control of nonlinear equations is not a simple task. This was explained in Chapter 6 when it was noted that in general, suboptimal solutions of the nonlinear ISI problem still remain computationally intensive.