Project Euclid

References

• N. O. Maget, G. Hetreux, J. M. L. Lann, and M. V. L. Lann, “Model-based fault diagnosis for hybrid systems: application on chemical processes,” Computers & Chemical Engineering, vol. 33, no. 10, pp. 1617–1630, 2009.
• A. Logothetis and V. Krishnamurthy, “Expectation maximization algorithms for MAP estimation of jump Markov linear systems,” IEEE Transactions on Signal Processing, vol. 47, no. 8, pp. 2139–2156, 1999.
  Zentralblatt MATH: 0989.93086
  
• Y. Bar-Shalom and L. Xiao-Rong, Estimation and Tracking: Principles, Techniques, and Software, Artech House, Norwell, Mass, USA, 1993.
  Mathematical Reviews (MathSciNet): MR1262124
  
• G. Ackerson and K. S. Fu, “On state estimation in switching environments,” IEEE Transactions on Automatic Control, vol. 15, no. 1, pp. 10–17, 1970.
• J. K. Tugnait, “Adaptive estimation and identification for discrete systems with Markov jump parameters,” IEEE Transactions on Automatic Control, vol. 27, no. 5, pp. 1054–1065, 1982.
  Mathematical Reviews (MathSciNet): MR696299
  Zentralblatt MATH: 0494.93045
  Digital Object Identifier: doi:10.1109/TAC.1982.1103061
  
• H. A. P. Blom and Y. Bar-Shalom, “Interacting multiple model algorithm for systems with Markovian switching coefficients,” IEEE Transactions on Automatic Control, vol. 33, no. 8, pp. 780–783, 1988.
  Zentralblatt MATH: 0649.93065
  
• A. Doucet, N. J. Gordon, and V. Krishnamurthy, “Particle filters for state estimation of jump Markov linear systems,” IEEE Transactions on Signal Processing, vol. 49, no. 3, pp. 613–624, 2001.
• A. Doucet, A. Logothetis, and V. Krishnamurthy, “Stochastic sampling algorithms for state estimation of jump Markov linear systems,” IEEE Transactions on Automatic Control, vol. 45, no. 2, pp. 188–202, 2000.
  Mathematical Reviews (MathSciNet): MR1756516
  Zentralblatt MATH: 0980.93076
  Digital Object Identifier: doi:10.1109/9.839943
  
• O. L. V. Costa, “Linear minimum mean square error estimation for discrete-time Markovian jump linear systems,” IEEE Transactions on Automatic Control, vol. 39, no. 8, pp. 1685–1689, 1994.
  Mathematical Reviews (MathSciNet): MR1287286
  Zentralblatt MATH: 0925.93567
  Digital Object Identifier: doi:10.1109/9.310052
  
• O. L. V. Costa and S. Guerra, “Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems,” IEEE Transactions on Automatic Control, vol. 47, no. 8, pp. 1351–1356, 2002.
  Mathematical Reviews (MathSciNet): MR1917449
  Digital Object Identifier: doi:10.1109/TAC.2002.800745
  
• L. A. Johnston and V. Krishnamurthy, “An improvement to the interacting multiple model (IMM) algorithm,” IEEE Transactions on Signal Processing, vol. 49, no. 12, pp. 2909–2923, 2001.
• Q. Zhang, “Optimal filtering of discrete-time hybrid systems,” Journal of Optimization Theory and Applications, vol. 100, no. 1, pp. 123–144, 1999.
  Mathematical Reviews (MathSciNet): MR1673492
  Zentralblatt MATH: 0926.93064
  Digital Object Identifier: doi:10.1023/A:1021768915444
  
• N. E. Nahi, “Optimal recursive estimation with uncertain observation,” IEEE Transactions on Information Theory, vol. 15, no. 4, pp. 457–462, 1969.
  Mathematical Reviews (MathSciNet): MR0247716
  Zentralblatt MATH: 0174.51102
  Digital Object Identifier: doi:10.1109/TIT.1969.1054329
  
• Z. Hui, S. Yang, and A. S. Mehr, “Robust energy-to-peak filtering for networked systems with time-varying delays and randomly missing data,” IET Control Theory & Applications, vol. 4, no. 12, pp. 2921–2936, 2010.
  Mathematical Reviews (MathSciNet): MR2808632
  
• S. Jun and H. Shuping, “Nonfragile robust finite-time ${L}_{2}\text{-}{L}_{\infty }$ controller design for a class of uncertain Lipschitz nonlinear systems with time-delays,” Abstract and Applied Analysis, vol. 2013, Article ID 265473, 9 pages, 2013.
  Mathematical Reviews (MathSciNet): MR3045041
  Zentralblatt MATH: 1271.93051
  
• Z. Hui, W. Junmin, and S. Yang, “Robust ${H}_{\infty }$ sliding-mode control for Markovian jump systems subject to intermittent observations and partially known transition probabilities,” Systems & Control Letters, vol. 62, no. 12, pp. 1114–1124, 2013.
  Mathematical Reviews (MathSciNet): MR3130489
  
• Z. Hui, S. Yang, and L. Mingxi, “${H}_{\infty }$ step tracking control for networked discrete-time nonlinear systems with integral and predictive actions,” IEEE Transaction on Industrial Informations, vol. 9, no. 1, pp. 337–345, 2013.
• H. Shuping, S. Jun, and L. Fei, “Unbiased estimation of Markov jump systems with distributed delays,” Signal Processing, vol. 100, pp. 85–92, 2014.
• H. Shuping, “Resilient ${L}_{2}$-${L}_{\infty }$ filtering of uncertain Markovian jumping systems within the finite-time interval,” Abstract and Applied Analysis, vol. 2013, Article ID 791296, 7 pages, 2013.
  Mathematical Reviews (MathSciNet): MR3044995
  
• H. Shuping and L. Fei, “Robust finite-time estimation of Markovian jumping systems with bounded transition probabilities,” Applied Mathematics and Computation, vol. 222, pp. 297–306, 2013.
  Mathematical Reviews (MathSciNet): MR3115870
  Digital Object Identifier: doi:10.1016/j.amc.2013.07.032
  
• H. Shuping and L. Fei, “Finite-time ${H}_{\infty }$fuzzy control of nonlinear jump systems with time delays via dynamic observer-based state feedback,” IEEE Transactions on Fuzzy Systems, vol. 20, no. 4, pp. 605–613, 2012.
• M. Yilin and B. Sinopoli, “Kalman filtering with intermittent observations: tail distribution and critical value,” IEEE Transactions on Automatic Control, vol. 57, no. 3, pp. 677–689, 2012.
  Mathematical Reviews (MathSciNet): MR2932824
  Digital Object Identifier: doi:10.1109/TAC.2011.2166309
  
• E. Cinquemani and M. Micheli, “State estimation in stochastic hybrid systems with sparse observations,” IEEE Transactions on Automatic Control, vol. 51, no. 8, pp. 1337–1342, 2006.
  Mathematical Reviews (MathSciNet): MR2248728
  Digital Object Identifier: doi:10.1109/TAC.2006.878736
  
• S. C. Smith and P. Seiler, “Estimation with lossy measurements: jump estimators for jump systems,” IEEE Transactions on Automatic Control, vol. 48, no. 12, pp. 2163–2171, 2003.
  Mathematical Reviews (MathSciNet): MR2027240
  Digital Object Identifier: doi:10.1109/TAC.2003.820140
  
• B. Sinopoli, L. Schenato, M. Franceschetti, K. Poolla, M. I. Jordan, and S. S. Sastry, “Kalman filtering with intermittent observations,” IEEE Transactions on Automatic Control, vol. 49, no. 9, pp. 1453–1464, 2004.
  Mathematical Reviews (MathSciNet): MR2086911
  Digital Object Identifier: doi:10.1109/TAC.2004.834121
  
• C. E. DeSouza and M. D. Fragoso, “${H}_{\infty }$ filtering for Markovian jump linear systems,” International Journal of Systems Science, vol. 33, no. 11, pp. 909–915, 2002.
  Mathematical Reviews (MathSciNet): MR1949314
  Zentralblatt MATH: 1045.93045
  Digital Object Identifier: doi:10.1080/0020772021000017281
  
• C. E. DeSouza and M. D. Fragoso, “Robust ${H}_{\infty }$ filtering for uncertain Markovian jump linear systems,” International Journal of Robust and Nonlinear Control, vol. 12, no. 5, pp. 435–446, 2002.
  Mathematical Reviews (MathSciNet): MR1896128
  Zentralblatt MATH: 1020.93023
  Digital Object Identifier: doi:10.1002/rnc.631
  
• Z. Hui, S. Yang, and S. M. Aryan, “Robust weighted ${H}_{\infty }$ filtering for networked systems with intermittent measurements of multiple sensors,” International Journal of Adaptive Control and Signal Processing, vol. 25, no. 4, pp. 313–330, 2011.
  Mathematical Reviews (MathSciNet): MR2809608
  Zentralblatt MATH: 1214.93112
  Digital Object Identifier: doi:10.1002/acs.1200
  
• S. M. K. Mohamed and S. Nahavandi, “Robust filtering for uncertain discrete-time systems with uncertain noise covariance and uncertain observations,” in Proceedings of the 6th IEEE International Conference on Industrial Informatics (IEEE INDIN '08), pp. 667–672, Daejeon, Republic of Korea, July 2008.
• S. M. K. Mohamed and S. Nahavandi, “Robust finite-horizon Kalman filtering for uncertain discrete-time systems,” IEEE Transactions on Automatic Control, vol. 57, no. 6, pp. 1548–1552, 2012.
  Mathematical Reviews (MathSciNet): MR2926749
  Digital Object Identifier: doi:10.1109/TAC.2011.2174697
  
• L. Wenling, J. Yingmin, D. Junping, and Z. Jun, “Robust state estimation for jump Markov linear systems with missing measurements,” Journal of the Franklin Institute, vol. 350, no. 6, pp. 1476–1487, 2013.
  Mathematical Reviews (MathSciNet): MR3067568
  Digital Object Identifier: doi:10.1016/j.jfranklin.2013.04.002
  
• L. Yueyang, Z. Maiying, and Y. Shuai, “On designing fault detection filter for discrete-time nonlinear Markovian jump systems with missing measurements,” in Proceedings of the 31st Chinese Control Conference, pp. 5384–5389, Hefei, China, 2012.
• C. Han and H. Zhang, “Optimal state estimation for discrete-time systems with random observation delays,” Acta Automatica Sinica, vol. 35, no. 11, pp. 1446–1451, 2009.
  Mathematical Reviews (MathSciNet): MR2654405
  Digital Object Identifier: doi:10.3724/SP.J.1004.2009.01446
  
• H. Shuping and L. Fei, “Adaptive observer-based fault estimation for stochastic Markovian jumping systems,” Abstract and Applied Analysis, vol. 2012, Article ID 176419, 11 pages, 2012.
  Mathematical Reviews (MathSciNet): MR2947688
  Zentralblatt MATH: 1246.93107
  
• O. L. V. Costa, M. D. Fragoso, and R. P. Marques, Discrete-Time Markov Jump Linear Systems, Springer, New York, NY, USA, 2005.
  Mathematical Reviews (MathSciNet): MR2109487
  
• U. Orguner and M. Demirekler, “An online sequential algorithm for the estimation of transition probabilities for jump Markov linear systems,” Automatica, vol. 42, no. 10, pp. 1735–1744, 2006.
  Mathematical Reviews (MathSciNet): MR2249719
  Zentralblatt MATH: 1114.93103
  Digital Object Identifier: doi:10.1016/j.automatica.2006.05.002
  
• O. L. V. Costa and M. D. Fragoso, “Stability results for discrete-time linear systems with Markovian jumping parameters,” Journal of Mathematical Analysis and Applications, vol. 179, no. 1, pp. 154–178, 1993.
  Mathematical Reviews (MathSciNet): MR1244955
  Zentralblatt MATH: 0790.93108
  Digital Object Identifier: doi:10.1006/jmaa.1993.1341
  
• O. L. V. Costa and S. Guerra, “Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems,” IEEE Transactions on Automatic Control, vol. 47, no. 8, pp. 1351–1356, 2002.
  Mathematical Reviews (MathSciNet): MR1917449
  Digital Object Identifier: doi:10.1109/TAC.2002.800745
  
• M. H. A. Davis and R. B. Vinter, Stochastic Modelling and Control, Monographs on Statistics and Applied Probability, Chapman & Hall, New York, NY, USA, 1985. \endinput
  Mathematical Reviews (MathSciNet): MR795277