DocumentCode
51812
Title
Robust Estimation for Discrete-Time Markovian Jump Linear Systems
Author
Terra, M.H. ; Ishihara, Joao Yoshiyuki ; Jesus, Goncalo ; Cerri, Joao P.
Author_Institution
Dept. of Electr. Eng., Univ. of Sao Paulo at Sao Carlos, Sao Carlos, Brazil
Volume
58
Issue
8
fYear
2013
fDate
Aug. 2013
Firstpage
2065
Lastpage
2071
Abstract
This technical note deals with recursive robust estimation of Markov jump linear systems subject to unobserved chain state. It is developed an augmented system modeled via norm bounded uncertainties. Upper and lower bounds of an uncertain quadratic cost function are computed in order to define the variances of the augmented system. Numerical examples are provided to show the effectiveness of the proposed estimators.
Keywords
linear systems; recursive estimation; stochastic systems; uncertain systems; DMJLS; augmented system; discrete-time Markovian jump linear systems; norm bounded uncertainties; recursive robust estimation; uncertain quadratic cost function; unobserved chain state; Equations; Mathematical model; Optimization; Robustness; Standards; Uncertainty; Upper bound; Discrete-time; Markovian systems; robust estimation;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.2013.2246475
Filename
6459537
Link To Document