Optimal state estimation for discrete-time Markov jump systems with missing observations
type: Item
instance of: scholarly article
title: Optimal state estimation for discrete-time Markov jump systems with missing observations
zbMATH Open document ID: 1406.93196
DOI: 10.1155/2014/568252
author: Qing Sun
author: Shunyi Zhao
author: Yanyan Yin
published in: Abstract and Applied Analysis
publication date: 2019-02-14T00:00:00Z
review text: Summary: This paper is concerned with the optimal linear estimation for a class of direct-time Markov jump systems with missing observations. An observer-based approach of fault detection and isolation (FDI) is investigated as a detection mechanic of fault case. For systems with known information, a conditional prediction of observations is applied and fault observations are replaced and isolated; then, an FDI linear minimum mean square error estimation (LMMSE) can be developed by comprehensive utilizing of the correct information offered by systems. A recursive equation of filtering based on the geometric arguments can be obtained. Meanwhile, a stability of the state estimator will be guaranteed under appropriate assumption.
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 93E15
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 93C41
zbMATH DE Number: 7022624
zbMATH Keywords: optimal state estimation
zbMATH Keywords: discrete-time Markov jump systems
zbMATH Keywords: missing observations
Wikidata QID: Q59039502
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2014/568252
OpenAlex ID: W2171334083
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description: scientific article; zbMATH DE number 7022624