State estimation for discrete-time Markov jump linear systems with time-correlated and mode-dependent measurement noise

DOI10.1016/j.automatica.2017.07.025zbMath1375.93124OpenAlexW2746291398MaRDI QIDQ1679825

Wei Liu, Jeng-Shyang Pan, Peng Shi

Publication date: 22 November 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2017.07.025

zbMATH Keywords

discrete-time systemsstate estimationMarkov jump linear systemsminimum mean-square errortime-correlated and mode-dependent measurement noise

Mathematics Subject Classification ID

Related Items (5)

Optimal recursive estimation for networked stochastic uncertain systems with fading measurements and time-correlated channel noises ⋮ Finite‐time distributed block‐decomposed information filter for nonlinear systems with colored measurement noise ⋮ Quadratic estimation for stochastic systems in the presence of random parameter matrices, time-correlated additive noise and deception attacks ⋮ Dynamic event-triggered \(H_\infty\) control for Markov jump systems with input saturation ⋮ State estimation for networked systems with Markovian communication constraints and multiple packet dropouts

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