Physical Sciences and Mathematics Commons^™

New Algorithms For Moving-Bank Multiple Model Adaptive Estimation, Juan R. Vasquez

Theses and Dissertations

The focus of this research is to provide methods for generating precise parameter estimates in the face of potentially significant parameter variations such as system component failures. The standard Multiple Model Adaptive Estimation (MMAE) algorithm uses a bank of Kalman filters, each based on a different model of the system. A new moving-bank MMAE algorithm is developed based on exploitation of the density data available from the MMAE. The methods used to exploit this information include various measures of the density data and a decision-making logic used to move, expand, and contract the MMAE bank of filters. Parameter discretization within …