Abstract:The computation required for a switching Kalman Filter (SKF) increases exponentially with the number of system operation modes. In this paper, a computationally tractable graph representation is proposed for a switching linear dynamic system (SLDS) along with the solution of a minimum-sum optimization problem for clustering to reduce the switching mode cardinality offline, before collecting measurements. It is shown that upon perfect mode detection, the induced error caused by mode clustering can be quantified… Show more
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