IMM Estimator Versus Optimal Estimator for Hybrid Systems

Journal Article (2005)
Author(s)

Y Bar-Shalom (University of Connecticut)

S. Challa (Sydney Technological University)

H.A.P. Blom (Royal Netherlands Aerospace Centre NLR)

Affiliation
External organisation
DOI related publication
https://doi.org/10.1109/TAES.2005.1541443
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Publication Year
2005
Language
English
Affiliation
External organisation
Issue number
3
Volume number
41
Pages (from-to)
986-991

Abstract

The special feature of the interacting multiple model (IMM) estimator that distinguishes it from other suboptimal multiple model (MM) estimators is the “mixing/interaction” between its “mode-matched” base state filtering modules at the beginning of each cycle. This note shows that the same feature is exactly what it has in common with the optimal estimator for hybrid (MM) systems and this can be seen as the main reason for its success.

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