Open Access
2014 Optimal State Estimation for Discrete-Time Markov Jump Systems with Missing Observations
Qing Sun, Shunyi Zhao, Yanyan Yin
Abstr. Appl. Anal. 2014(SI63): 1-11 (2014). DOI: 10.1155/2014/568252


This paper is concerned with the optimal linear estimation for a class of direct-time Markov jump systems with missing observations. An observer-based approach of fault detection and isolation (FDI) is investigated as a detection mechanic of fault case. For systems with known information, a conditional prediction of observations is applied and fault observations are replaced and isolated; then, an FDI linear minimum mean square error estimation (LMMSE) can be developed by comprehensive utilizing of the correct information offered by systems. A recursive equation of filtering based on the geometric arguments can be obtained. Meanwhile, a stability of the state estimator will be guaranteed under appropriate assumption.


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Qing Sun. Shunyi Zhao. Yanyan Yin. "Optimal State Estimation for Discrete-Time Markov Jump Systems with Missing Observations." Abstr. Appl. Anal. 2014 (SI63) 1 - 11, 2014.


Published: 2014
First available in Project Euclid: 6 October 2014

zbMATH: 07022624
MathSciNet: MR3193520
Digital Object Identifier: 10.1155/2014/568252

Rights: Copyright © 2014 Hindawi

Vol.2014 • No. SI63 • 2014
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