## Abstract and Applied Analysis

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

#### 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

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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