A Decentralized Multiple Model Adaptive Filtering for Discrete-Time Stochastic Systems

Abstract

A decentralized multiple model adaptive filter (MMAF) is proposed for linear discrete-time stochastic systems. The structure of decentralized multiple model studied here is based on introducing a global hypothesis for the global model and a local hypothesis for the local model, where it is assumed that the former hypothesis includes the latter one as a partial element. Algorithms for the decentralized MMAFs in unsteady and steady-state are derived using recent results in decentralized Kalman filtering. The results can be applied in designing a system for sensor failure detection and identification (FDI). An example is included to illustrate the characteristics of such a FDI system for the estimation of lateral dynamics of the hydrofoil boat.