Optimal state estimation for discrete-time Markov jump systems with missing observations
dc.contributor.author | Sun, Q. | |
dc.contributor.author | Zhao, S. | |
dc.contributor.author | Yin, YanYan | |
dc.date.accessioned | 2017-04-28T13:58:06Z | |
dc.date.available | 2017-04-28T13:58:06Z | |
dc.date.created | 2017-04-28T09:06:14Z | |
dc.date.issued | 2014 | |
dc.identifier.citation | Sun, Q. and Zhao, S. and Yin, Y. 2014. Optimal state estimation for discrete-time Markov jump systems with missing observations. Abstract and Applied Analysis. 2014. | |
dc.identifier.uri | http://hdl.handle.net/20.500.11937/52237 | |
dc.identifier.doi | 10.1155/2014/568252 | |
dc.description.abstract |
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. © 2014 Qing Sun et al. | |
dc.publisher | Hindawi Publishing Corporation | |
dc.title | Optimal state estimation for discrete-time Markov jump systems with missing observations | |
dc.type | Journal Article | |
dcterms.source.volume | 2014 | |
dcterms.source.issn | 1085-3375 | |
dcterms.source.title | Abstract and Applied Analysis | |
curtin.department | Department of Mathematics and Statistics | |
curtin.accessStatus | Open access via publisher |
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