Open Access. Powered by Scholars. Published by Universities.®
Physical Sciences and Mathematics Commons™
Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 1 of 1
Full-Text Articles in Physical Sciences and Mathematics
Generalized Residual Multiple Model Adaptive Estimation Of Parameters And States, Charles D. Ormsby
Generalized Residual Multiple Model Adaptive Estimation Of Parameters And States, Charles D. Ormsby
Theses and Dissertations
This dissertation develops a modification to the standard Multiple Model Adaptive Estimator (MMAE) which allows the use of a new "generalized residual" in the hypothesis conditional probability calculation. The generalized residual is a linear combination of traditional Kalman filter residuals and "post-fit" Kalman filter residuals which are calculated after measurement incorporation. This modified MMAE is termed a Generalized Residual Multiple Model Adaptive Estimator (GRMMAE). The dissertation provides a derivation of the hypothesis conditional probability formula which the GRMMAE uses to calculate probabilities that each elemental filter in the GRMMAE contains the correct parameter value. Through appropriate choice of a single …