State-Dependent Interacting Multiple Model-Unscented Kalman Filter for Real-Time Reconstruction of Unmeasured States
This paper addresses the real-time reconstruction of unmeasured states in nonlinear systems operating across multiple dynamic regimes. A State-Dependent Interacting Multiple Model Unscented Kalman Filter (IMM-UKF) is proposed, in which mode-conditioned UKFs run in parallel within the standard IMM recursion, while the t...