G. A. Ackerson and K. Fu, On state estimation in switching environments, IEEE Transactions on Automatic Control, vol.15, issue.1, p.1017, 1970.

. Afnor, Maintenance -concepts et dénitions des activités de maintenance, norme NF x 60-010. Association Française de Normalisation, p.28, 1994.

H. Akashi and H. Kumamoto, Random sampling approach to state estimation in switching environments, Automatica, vol.13, issue.4, p.429433, 1977.
DOI : 10.1016/0005-1098(77)90028-0

A. Alessandri, Design of sliding-mode observers and lters for nonlinear dynamic systems, 39th IEEE Conference on Decision and Control, 2000.

A. Alessandri, M. Baglietto, and G. Battistelli, Receding-horizon estimation for discrete-time linear systems, IEEE Transactions on Automatic Control, vol.48, issue.3, p.473478, 2003.
DOI : 10.1109/TAC.2003.809155

A. Alessandri, M. Baglietto, and G. Battistelli, Receding-horizon estimation for switching discrete-time linear systems, IEEE Transactions on Automatic Control, vol.50, issue.11, p.17361748, 2005.

B. Anderson and J. Moore, Optimal ltering, 1979.

Y. Bar-shalom, Multitarget-multisensor tracking : advanced applications. Artech House, p.153, 1990.

B. Bar-shalom, Y. , K. C. Chang, and H. A. Blom, Tracking a maneuvering target using input estimation versus the interacting multiple model algorithm, IEEE Transactions on Aerospace and Electronic Systems, vol.25, issue.2, p.296300, 1989.
DOI : 10.1109/7.18693

Y. Bar-shalom and X. Li, Estimation and tracking : principles, technique and software, 1993.

R. V. Beard, Failure accommodation in linear systems through self-reorganisation, 1971.

. Rept, MTV-71-1 Man Vehicle Laboratory, MIT, Cambridge 199

S. S. Blackman and R. F. Popoli, Design and analysis of modern tracking systems, 1999.

W. D. Blair and G. A. Watson, Interacting multiple model algorithm with aperiodic data, SPIE Symposium on Acquisition, Tracking and Pointing, 1992.

H. Blom and Y. Bar-shalom, The interacting multiple model algorithm for systems with markovian switching coecients, IEEE Transactions on Automatic Control, vol.33, issue.8, p.780783, 1988.

L. Bloomer and J. E. Gray, Are more models better ? : The eect of the model transition matrix on the IMM lter, 34th Southeastern Symposium on System Theory (SSST), 2002.

S. Bousghiri, Diagnostic de fonctionnement de procédés continus par reconciliation d'état généralisé. Application à la, 1994.

S. Boyd, L. E. Ghaoui, E. Feron, and V. Balakrishnan, Linear matrix inequalites in system and control theory, 1994.

R. Brown, Introduction to random signals and Kalman ltering, 1983.

D. J. Burnette, Using GPS as reference system to hit a moving target, Thèse, Air Force Institute of Technology, 2001.

M. Busch and S. Blackman, Evaluation of IMM ltering for an air defence system application, 1995 SPIE Conference on Signal and Data Processing of Small Targets, 1995.

M. Caputi, A necessary condition for eective performance of the multiple model adaptive estimator, IEEE Transactions on Aerospace and Electronic Systems, vol.31, issue.3, p.11321139, 1995.

M. Chadli, Stabilité et commande de systèmes décrits par multi-modèles, Thèse, Institut National Polytechnique de Lorraine, 2002.

C. Chang and M. Athans, State Estimation for Discrete Systems with Switching Parameters, IEEE Transactions on Aerospace and Electronic Systems, vol.14, issue.3, p.418425, 1978.
DOI : 10.1109/TAES.1978.308603

G. Chen and M. Harigae, Using IMM adaptive estimator in GPS positioning, Proceedings of the 40th SICE Annual Conference, 2001.

W. Cheney and D. Kincaid, Numerical mathematics and computing, 1994.

J. Daafouz, P. Riedinger, and C. Iung, Stability analysis and control synthesis for switched systems: a switched Lyapunov function approach, IEEE Transactions on Automatic Control, vol.47, issue.11, p.18831887, 2002.
DOI : 10.1109/TAC.2002.804474

M. Darouach, M. Zasadzinski, and S. T. Xu, Full-order observers for linear systems with unknown inputs, IEEE Transactions on Automatic Control, vol.39, issue.3, p.606609, 1994.
DOI : 10.1109/9.280770

URL : https://hal.archives-ouvertes.fr/hal-00098125

Z. Ding and L. A. Hong, A distributed IMM fusion algorithm for multi-platform tracking, Signal Processing, vol.64, issue.2, p.167176, 1998.
DOI : 10.1016/S0165-1684(97)98184-6

O. Drummond, X. Li, and C. He, Comparison of various static multiple model estimation algorithms. Signal and Data Processing of Small Targets 3373, p.510527, 1998.

T. H. Fang, J. W. Choi, and M. Lee, Detection and diagnosis of sensor and actuator failures using perception net, Proceedings of the 38th SICE Annual Conference, 1999.

G. Ferrari-trecate, D. Mignone, and M. Morari, Moving horizon estimation for hybrid systems, IEEE Transactions on Automatic Control, vol.47, issue.10, p.16631676, 2002.
DOI : 10.1109/tac.2002.802772

B. Friedland, Treatment of bias in recursive ltering, IEEE Transactions on Automatic Control, vol.14, issue.4, p.359367, 1969.

K. Gasso, Identication des systèmes dynamiques non-linéaire : approche multimodèle, Thèse, Institut National Polytechnique de Lorraine, 2000.

K. Gasso, G. Mourot, and J. Ragot, Structure identication in multiple model representation : elimination and merging of local models, Proceedings of the 40th IEEE Conference on Decision and Control, 2001.

Z. Ghahramani and G. Hinton, Variational Learning for Switching State-Space Models, Neural Computation, vol.3, issue.4, p.831864, 2000.
DOI : 10.1162/neco.1997.9.2.227

J. Goutsias and J. M. , Optimal simultaneous detection and estimation of ltered discrete semi-markov chains, IEEE Transactions on Information Theory, vol.34, issue.3, p.296300, 1988.

P. M. Gustafson, ECG/VCG Rhythm Diagnosis Using Statistical Signal Analysis-I. Identification of Persistent Rhythms, IEEE Transactions on Biomedical Engineering, vol.25, issue.4, p.344353, 1978.
DOI : 10.1109/TBME.1978.326260

P. D. Hanlon and P. S. Maybeck, Interrelationship of single-lter and multiplemodel adaptative algorithms, IEEE Transactions on Aerospace and Electronic Systems, vol.34, issue.3, p.934946, 1998.

P. D. Hanlon and P. S. Maybeck, Characterization of Kalman lter residuals in the presence of mismodeling, IEEE Transactions on Aerospace and Electronic Systems, vol.36, issue.1, p.114131, 2000.

M. Hashimoto and H. Kawashima, Sensor fault detection and identication in dead-reckoning system of mobile robot : interacting multiple model approach, International Conference on Inteligent Robots and Systems, 2001.

A. Hocine, M. Chadli, D. Maquin, and J. Ragot, A discrete-time sliding window observer for markovian switching system, 45th IEEE Conference on Decision and Control, 2006.
URL : https://hal.archives-ouvertes.fr/hal-00121698

A. Hocine, D. Maquin, and J. Ragot, Utilisation d'une banque de modèles variable pour la détection de changement de régimes, Journées Doctorales d'Automatique, 2003.

A. Hocine, D. Maquin, and J. Ragot, FINITE MEMORY OBSERVER FOR SWITCHING SYSTEMS: APPLICATION TO DIAGNOSIS, Workshop on Advanced Control and Diagnosis, 2004.
DOI : 10.3182/20050703-6-CZ-1902.01870

URL : https://hal.archives-ouvertes.fr/hal-00151264

A. Hocine, D. Maquin, and J. Ragot, Observateur à mémoire nie pour les systèmes à commutations : application à la détection de défauts. e-STA, Sciences et Technologies de l'Automatique, revue électronique de la SEE, 2004.

A. Hocine, D. Maquin, and J. Ragot, Observateur à mémoire nie pour les systèmes à commutations : application à la détection de défauts, Conférence Internationale Francophone d'Automatique, 2004.

A. Hocine, D. Maquin, and J. Ragot, FINITE MEMORY OBSERVER FOR SWITCHING SYSTEMS: APPLICATION TO DIAGNOSIS, 16th IFAC World Congress, 2005.
DOI : 10.3182/20050703-6-CZ-1902.01870

URL : https://hal.archives-ouvertes.fr/hal-00151264

A. Hocine, D. Maquin, and J. Ragot, Identication de systèmes à commutation, Journées Doctorales, Modélisation, Analyse et Conduite des Systèmes dynamique, 2005.

A. Hocine, D. Maquin, and J. Ragot, Identication de systèmes à commutation. e-STA, Sciences et Technologies de l'Automatique, revue électronique de la, 2005.

M. B. Ignagni, Separate bias Kalman estimator with bias state noise, IEEE Transactions on Automatic Control, vol.35, issue.3, p.338341, 1990.
DOI : 10.1109/9.50352

A. H. Jazwinski, Limited memory optimal ltering, IEEE Transactions on Automatic Control, vol.13, issue.5, p.558563, 1968.
DOI : 10.1109/tac.1968.1098981

V. P. Jilkov and X. R. Li, Online Bayesian Estimation of Transition Probabilities for Markovian Jump Systems, IEEE Transactions on Signal Processing, vol.52, issue.6, p.16201630, 2004.
DOI : 10.1109/TSP.2004.827145

T. A. Johansen and A. B. Foss, Nonlinear Local Model Representation For Adaptive Systems, Singapore International Conference on Intelligent Control and Instrumentation [Proceedings 1992], 1992.
DOI : 10.1109/SICICI.1992.637617

H. J. Kim, A review of deadbeat observers and some new result, CISL Winter Workshop, 1998.

J. D. Kleer and B. C. Williams, Diagnosing multiple faults, Artificial Intelligence, vol.32, issue.1, p.97130, 1987.
DOI : 10.1016/0004-3702(87)90063-4

F. Kratz, Utilisation des techniques de redondances matérielles et analytiques à la détection de pannes de capteurs. Application aux centrales nucléaires, Thèse, Institut National Polytechnique de Lorraine, 1991.

W. Kwon and P. Kim, A receding horizon unbiased r lter for discret-time state space models, Automatica, vol.38, issue.3, p.545551, 2002.

X. Li, Hybrid estimation techniques. Control and Dynamic Systems : Advances in Theory and Applications, 1996.

X. Li, Optimal selection of estimate for multiple-model estimation with uncertain parameters, IEEE Transactions on Aerospace and Electronic Systems, vol.34, issue.2, p.653657, 1998.
DOI : 10.1109/7.670347

X. Li, Model-set design for multiple-model method. Part I, Proceedings of the Fifth International Conference on Information Fusion, 2002.

X. Li and Y. Zhang, Numerically robust implementation of multiple-model algorithms, IEEE Transactions on Aerospace and Electronic Systems, vol.36, issue.1, p.266278, 2000.
DOI : 10.1109/7.826329

X. Li, Z. Zhao, P. Zhang, and C. He, Model-set design for multiple-model method, 2002.

X. R. Li, Multiple-model estimation with variable structure. Part II model set adaptation, IEEE Transactions on Automatic Control, vol.45, issue.11, p.20472060, 2000.

X. R. Li and Y. Bar-shalom, Design of an interacting multiple model algorithm for air trac control tracking. Special issue on Air Trac Control, IEEE Transactions on Control Systems Technology, vol.1, issue.3, p.186194, 1993.

X. R. Li and Y. Bar-shalom, Multiple-model estimation with variable structure, IEEE Transactions on Automatic control, vol.41, issue.4, p.478493, 1996.

X. R. Li, Y. Zhang, and X. Zhi, Multiple-model estimation with variable structure . Part III : Model-group switching algorithm, IEEE Transactions on Aerospace and Electronic Systems, vol.35, issue.1, p.225241, 1999.

X. R. Li, Y. Zhang, and X. Zhi, Multiple-model estimation with variable structure . Part IV : desing and evaluation of model-group switching algorithm, IEEE Transactions on Aerospace and Electronic Systems, vol.35, issue.1, p.242254, 1999.

X. R. Li, Z. Zhao, and X. B. Li, General model-set design methods for multiplemodel approach, IEEE Transactions on Automatic Control, vol.50, issue.9, p.12601276, 2005.

L. Ljung, System identication, Theory for the user, 1999.

D. Magill, Optimal adaptive estimation of sampled stochastic process, IEEE Transactions on Automatic Control, vol.10, issue.4, p.434439, 1965.

D. Maybeck, Stochastic models, estimation and control, Volume II, III, 1982.
DOI : 10.1109/tsmc.1980.4308494

P. S. Maybeck and P. D. Halon, Performance enhancement of a multiple model adaptive estimator, IEEE Transactions on Aerospace and Electronic Systems, vol.31, issue.4, p.12401254, 1995.

A. V. Medvedev and H. T. Toivonen, Investigation of a nite memory observer structure, 1991.

A. V. Medvedev and H. T. Toivonen, Feedforward time-delay structures in state estimation: finite memory smoothing and continuous deadbeat observers, IEE Proceedings - Control Theory and Applications, vol.141, issue.2, p.121129, 1994.
DOI : 10.1049/ip-cta:19949974

T. E. Menke and P. S. Maybeck, Sensor/actuator failure detection in the Vista F-16 by multiple model adaptive estimation, IEEE Transactions on Aerospace and Electronic Systems, vol.31, issue.4, p.12181229, 1995.
DOI : 10.1109/7.464346

R. Murray-smith and T. A. Johansen, Multiple model approaches to modelling and control, 1997.

D. N. Murthy, Observability in discrete time system with faulty sensor, Automatica, vol.16, issue.6, p.709710, 1980.
DOI : 10.1016/0005-1098(80)90013-8

M. R. Napolitano and R. L. Swaim, Aircraft ight control reconguration, Control and Dynamic Systems, p.155228, 1992.

H. T. Nguyen and M. Sugeno, Fuzzy systems, modelling and control, 1998.

W. Nuninger, stratégie de diagnostic robuste a l, 1997.

M. C. Oliveira, J. Bernussou, and J. C. , A new discrete-time robust stability condition, Systems & Control Letters, vol.37, issue.4, p.261265, 1999.
DOI : 10.1016/S0167-6911(99)00035-3

S. H. Park, P. S. Kim, O. K. Kwon, and W. H. Kwon, Estimation and detection of unknown inputs using optimal r lter, Automatica, vol.36, issue.10, p.14811488, 2000.

R. Patton, P. Frank, and R. Clark, Fault diagnosis in dynamic systems, 1989.

V. Pavlovic, J. Rehg, T. J. Cham, and K. Murphy, A dynamic bayesian network approach to gure tracking using learned dynamic models, IEEE International Conference on Computer and Vision, 1999.

C. Rago, R. Prasanth, R. K. Mehra, and R. Fortenbaugh, Failure detection and identication and fault tolerant control. using the IMM-KF with applications to the eagle-eye UAV, 37th IEEE Conference on Decision and Control, 1998.

J. Ragot, A. Hocine, and D. Maquin, Parameter estimation of switching systems, International Conference on Computational Intelligence for Modelling, Control and Automation, 2004.
URL : https://hal.archives-ouvertes.fr/hal-00151298

J. Ragot, D. Maquin, and D. Sauter, Data validation using orthogonal lters, IEE Proceedings -D : Control Theory and Applications, p.4752, 1992.
DOI : 10.1049/ip-d.1992.0007

C. V. Rao, J. B. Rawlings, and D. Q. Mayne, Constrained state estimation for nonlinear discrete-time systems: stability and moving horizon approximations, IEEE Transactions on Automatic Control, vol.48, issue.2, p.246258, 2003.
DOI : 10.1109/TAC.2002.808470

URL : http://minds.wisconsin.edu/bitstream/1793/10894/1/file_1.pdf

Y. Sawaragi, T. Katayama, and S. Fujichige, Adaptive estimation for a linear system with interrupted observation, IEEE Transactions on Automatic Control, vol.18, issue.2, p.152154, 1973.
DOI : 10.1109/TAC.1973.1100251

S. Sheldon and P. Maybeck, An optimizing design strategy for multiple model adaptive estimation and control, IEEE Transactions on Automatic Control, vol.38, issue.651, p.654, 1993.

A. F. Smith and U. E. Makov, A quasi-bayesian sequential procedures for mixtures, Journal of Royal Statististic Society, vol.40, issue.1, pp.106112-161, 1978.

B. Sworder, D. , and J. Boyd, Estimation problems in hybrid systems, 1999.
DOI : 10.1017/CBO9780511546150

T. Takagi and M. Sugeno, Fuzzy identication of systems and application to modelling and control, IEEE Transactions on Systems Man and Cybernetics, vol.15, p.116, 1985.

D. M. Titterington, A. F. Smith, and U. E. Makov, Statistical analysis of nite mixture distributions, 1985.

N. Tudoroiu and K. Khorasani, Fault detection and diagnosis for satellite's attitude control system (ACS) using an interactive multiple model (IMM) approach, Proceedings of 2005 IEEE Conference on Control Applications, 2005. CCA 2005., 2005.
DOI : 10.1109/CCA.2005.1507309

J. Tugnait and A. Haddad, A detection-estimation scheme for state estimation in switching environments, Automatica, vol.15, issue.4, p.477481, 1979.
DOI : 10.1016/0005-1098(79)90023-2

J. K. Tugnait, Adaptive estimation and identication for discrete systems with Markov jump parameters, IEEE Transactions on Automatic control, vol.27, issue.5, p.10541065, 1982.

J. K. Tugnait and A. H. Haddad, State estimation under uncertain observations with unknown statistics, IEEE Transactions on Automatic control, vol.24, issue.2, p.201210, 1979.

J. K. Tugnait and A. H. Haddad, Adaptive estimation in linear systems with unknown Markovian noise statistics, IEEE Transactions on Information Theory, vol.26, issue.1, p.6678, 1980.
DOI : 10.1109/TIT.1980.1056131

M. E. Valcher and J. C. Willems, Dead beat observer synthesis, Systems & Control Letters, vol.37, issue.5, p.285292, 1999.
DOI : 10.1016/S0167-6911(99)00033-X

M. West and J. F. Harrison, Bayesian forecasting and dynamic models, 1997.
DOI : 10.1007/978-1-4757-9365-9

M. Zasadzinski, Contribution à l'estimation de l'état des systèmes singuliers, 1990.

J. Zaytoon, Systèmes dynamiques hybrides, Hermes Science, 2001.

Y. Zhang and J. Jiang, Interacting active fault-tolerant control using IMM approach, IEEE Transactions on Aerospace and Electronic Systems, vol.37, issue.4, p.12211235, 2001.

Y. Zhang and X. R. Li, Detection and diagnosis of sensor and actuator failures using IMM estimator, IEEE Transactions on Aerospace and Electronic Systems, vol.34, issue.4, 1998.
DOI : 10.1109/7.722715