Optimal State Estimation for Discrete-Time Markovian Jump Linear Systems, in the Presence of Delayed Output Observations

DOI10.1109/TAC.2011.2160027zbMath1368.93689OpenAlexW2175449192MaRDI QIDQ5347857

Publication date: 25 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2011.2160027

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Related Items (12)

Robust and nonlinear control literature survey (No. 27) ⋮ State estimation of neutral Markovian jump systems: a relaxed L-K functional approach ⋮ Improved state estimation for Markovian jumping systems with time delay and partial information on transition probabilities ⋮ State estimation for networked systems with Markovian communication constraints and multiple packet dropouts ⋮ Survey of duality between linear quadratic regulation and linear estimation problems for discrete-time systems ⋮ State estimation for discrete-time Markov jump linear systems with time-correlated measurement noise ⋮ Adaptive control and signal processing literature survey (No. 27) ⋮ Suboptimal event‐triggered control for networked control systems ⋮ State estimation for a class of discrete nonlinear systems with randomly occurring uncertainties and distributed sensor delays ⋮ Distributed fusion estimation with square-root array implementation for Markovian jump linear systems with random parameter matrices and cross-correlated noises ⋮ Recursive linear optimal filter for Markovian jump linear systems with multi-step correlated noises and multiplicative random parameters ⋮ Linear state estimation for Markov jump linear system with multi-channel observation delays and packet dropouts

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