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In this article, we examine the effect of constraints on estimation and control methods based on quadratic penalty functions. We begin with estimation theory and analyze how constraints alter the statistical properties of the least squares estimates. It is shown that constraints can be used to formulate maximum likelihood (MLE) and maximum a posteriori (MAP) estimators for a variety of unimodal distributions...
This paper presents a framework for obtaining better performance from multiple model approaches for estimating infrequent abrupt changes in nonlinear systems. By using insight into the nature of the problem and basic probability, a procedure that greatly reduces the number of filters required by multiple model approaches is obtained. This allows for a much longer detection horizon without increasing...
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