Optimal state estimation for discrete-time Markov jump systems with missing observations

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 conditio...

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Bibliographic Details
Main Authors: Sun, Q., Zhao, S., Yin, YanYan
Format: Journal Article
Published: Hindawi Publishing Corporation 2014
Online Access:http://hdl.handle.net/20.500.11937/52237