In hybrid systems, estimation is made difficult by the nonlinear equations
of state evolution. Several algorithms for generating an approximation to t
he conditional-mean estimator have been proposed. These are satisfactory in
many cases, but because of the way the observations are fused, the estimat
e of the modal component of the state is often less good. This paper propos
es a novel algorithm for state estimation and compares it with some in curr
ent use. (C) 2000 Academic Press.