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arXiv · 1609.00365

State Estimation for Piecewise Affine State-Space Models

Rafael Rui·Tohid Ardeshiri·Henri Nurminen·Alexandre Bazanella·Fredrik Gustafsson
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Abstract

We propose a filter for piecewise affine state-space (PWASS) models. In each filtering recursion, the true filtering posterior distribution is a mixture of truncated normal distributions. The proposed filter approximates the mixture with a single normal distribution via moment matching. The proposed algorithm is compared with the extended Kalman filter (EKF) in a numerical simulation where the proposed method obtains, on average, better root mean square error (RMSE) than the EKF.

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Rafael Rui, Tohid Ardeshiri, Henri Nurminen, Alexandre Bazanella, Fredrik Gustafsson. 2016-09-01. State Estimation for Piecewise Affine State-Space Models. https://doi.org/10.1109/lsp.2016.2633624

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