State Estimation for Discrete-Time Markov Jump Linear Systems Based on Orthogonal Projective Theorem

被引：13

作者：

Liu, Wei ^{[1
,2
]}

Zhang, Huaguang ^{[2
]}

Wang, Zhanshan ^{[2
]}

Sun, Qiuye ^{[2
]}

机构：

[1] Henan Polytech Univ, Sch Elect Engn & Automat, Jiaozuo 454000, Peoples R China

[2] Northeastern Univ, Sch Informat Sci & Engn, Shenyang 110004, Peoples R China

来源：

INTERNATIONAL JOURNAL OF CONTROL AUTOMATION AND SYSTEMS | 2012年 / 10卷 / 05期

基金：

中国国家自然科学基金;

关键词：

Discrete-time; Markov jump; orthogonal projective theorem; state estimation; ALGORITHM;

D O I：

10.1007/s12555-012-0523-1

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper, state estimation problem for discrete-time Markov jump linear systems is considered. Based on orthogonal projective theorem, a novel suboptimal algorithm for state estimate of discrete-time Markov jump linear systems in the sense of minimum mean square error estimate is proposed. The proposed suboptimal algorithm is recursive and finite-dimensionally computable. Computer simulations are carried out to evaluate the performance of the proposed suboptimal algorithm.

引用

页码：1049 / 1054

页数：6

共 12 条

[1] ON STATE ESTIMATION IN SWITCHING ENVIRONMENTS [J].

ACKERSON, GA ;

FU, KS .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1970, AC15 (01) :10-+

[2]

[Anonymous], 1996, ESTIMATION TRACKING

[3] THE INTERACTING MULTIPLE MODEL ALGORITHM FOR SYSTEMS WITH MARKOVIAN SWITCHING COEFFICIENTS [J].

BLOM, HAP ;

BARSHALOM, Y .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1988, 33 (08) :780-783

[4] STATE ESTIMATION FOR DISCRETE-SYSTEMS WITH SWITCHING PARAMETERS [J].

CHANG, CB ;

ATHANS, M .

IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS, 1978, 14 (03) :418-424

[5] LINEAR MINIMUM MEAN-SQUARE ERROR ESTIMATION FOR DISCRETE-TIME MARKOVIAN JUMP LINEAR-SYSTEMS [J].

COSTA, OLV .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1994, 39 (08) :1685-1689

[6] Stochastic sampling algorithms for state estimation of jump Markov linear systems [J].

Doucet, A ;

Logothetis, A ;

Krishnamurthy, V .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2000, 45 (02) :188-202

[7] An improvement to the interacting multiple model (IMM) algorithm [J].

Johnston, LA ;

Krishnamurthy, V .

IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2001, 49 (12) :2909-2923

[8]

Lewis Richard., 1986, OPTIMAL ESTIMATION I

[9]

Li XR, 2005, IEEE T AERO ELEC SYS, V41, P1255, DOI 10.1109/TAES.2005.1561886

[10]

Liu W., 2011, THESIS NE U SHENGYAN

← 1 2 →