Generalized Multiple-Model Adaptive Estimation

A new generalized approach for multiple-model adaptive estimation (MMAE) is being developed, which can be used for time-varying and nonlinear systems. This approach is based on using the autocorrelation of the measurement-minus-estimate residual. Initial results indicate that the new generalized MMAE approach can provide better convergence properties than the standard approach. MMAE schemes are widely used on a number applications, such as fault detection, robust tracking of vehicles, network centric warfare applications, information technology applications and extreme events. The new generalized MMAE approach has the potential to revolutionize these areas.