Title :
Robust estimate for discrete-time Markovian jump linear systems
Author :
Terra, Marco H. ; Ishihara, João Y. ; Jesus, Gildson
Author_Institution :
Dept. of Electr. Eng., Univ. of Sao Paulo at Sao Carlos, Sao Carlos, Brazil
Abstract :
This paper deals with the problem of robust predicted state estimation for discrete-time Markovian jump linear systems subject to uncertainties. The approach proposed is based on a recursive algorithm, useful to be used in online applications. A numerical example is provided in order to show the effectiveness of this approach.
Keywords :
Markov processes; discrete time systems; linear systems; recursive estimation; Markovian jump; discrete-time system; linear system; numerical example; recursive algorithm; robust estimation; Covariance matrix; Filtering; Guidelines; Linear systems; Nonlinear filters; Riccati equations; Robust stability; Robustness; State estimation; Uncertainty; Markovian systems; discrete-time filter; robust estimation;
Conference_Titel :
Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-3871-6
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2009.5400556
