Abstract and Applied Analysis

Optimal State Estimation for Discrete-Time Markov Jump Systems with Missing Observations

Qing Sun, Shunyi Zhao, and Yanyan Yin

Full-text: Open access

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.

Article information

Source
Abstr. Appl. Anal., Volume 2014, Special Issue (2013), Article ID 568252, 11 pages.

Dates
First available in Project Euclid: 6 October 2014

Permanent link to this document
https://projecteuclid.org/euclid.aaa/1412605757

Digital Object Identifier
doi:10.1155/2014/568252

Mathematical Reviews number (MathSciNet)
MR3193520

Zentralblatt MATH identifier
07022624

Citation

Sun, Qing; Zhao, Shunyi; Yin, Yanyan. Optimal State Estimation for Discrete-Time Markov Jump Systems with Missing Observations. Abstr. Appl. Anal. 2014, Special Issue (2013), Article ID 568252, 11 pages. doi:10.1155/2014/568252. https://projecteuclid.org/euclid.aaa/1412605757


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