Unscented Tobit Kalman filtering for switched nonlinear systems with censored measurement

作者：

Highlights：

• The filtering problem is studied for switched nonlinear systems under the censored measurements with Type-II Tobit Model.

• A series of marginal distributions and a convergent algorithm are proposed to approximate the unknown probability distribution of the system modes and the parameters in Type-II Tobit Model simultaneously.

• The system state under the censored measurement and unknown mode is estimated by combining the UTKF and VB approach.

摘要

•The filtering problem is studied for switched nonlinear systems under the censored measurements with Type-II Tobit Model.•A series of marginal distributions and a convergent algorithm are proposed to approximate the unknown probability distribution of the system modes and the parameters in Type-II Tobit Model simultaneously.•The system state under the censored measurement and unknown mode is estimated by combining the UTKF and VB approach.

论文关键词：Unscented Tobit Kalman filtering,Switched nonlinear systems,Unknown modes,Censored measurements

论文评审过程：Received 11 February 2022, Revised 10 June 2022, Accepted 12 June 2022, Available online 24 June 2022, Version of Record 24 June 2022.

论文官网地址：https://doi.org/10.1016/j.amc.2022.127327