A procedure is presented for estimating sudden changes in the bias vector in a linear dynamic system. This procedure is the result of combining the recently-developed method ,  of tracking a piecewise-constant vector observed directly through additive noise with the method  for separating the estimation of the bias in a linear system from the estimation of the dynamic state variables. The application of the procedure is illustrated by a second-order dynamic system with two biases subject to transition. Its performance is demonstrated by a simulation.
All Science Journal Classification (ASJC) codes
- Computer Science Applications
- Control and Systems Engineering
- Electrical and Electronic Engineering