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...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
Hindawi Publishing Corporation
2014
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| Online Access: | http://hdl.handle.net/20.500.11937/52237 |
| _version_ | 1848758879387648000 |
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| author | Sun, Q. Zhao, S. Yin, YanYan |
| author_facet | Sun, Q. Zhao, S. Yin, YanYan |
| author_sort | Sun, Q. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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. © 2014 Qing Sun et al. |
| first_indexed | 2025-11-14T09:51:00Z |
| format | Journal Article |
| id | curtin-20.500.11937-52237 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T09:51:00Z |
| publishDate | 2014 |
| publisher | Hindawi Publishing Corporation |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-522372017-09-13T15:38:44Z Optimal state estimation for discrete-time Markov jump systems with missing observations Sun, Q. Zhao, S. Yin, YanYan 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. © 2014 Qing Sun et al. 2014 Journal Article http://hdl.handle.net/20.500.11937/52237 10.1155/2014/568252 Hindawi Publishing Corporation unknown |
| spellingShingle | Sun, Q. Zhao, S. Yin, YanYan Optimal state estimation for discrete-time Markov jump systems with missing observations |
| title | Optimal state estimation for discrete-time Markov jump systems with missing observations |
| title_full | Optimal state estimation for discrete-time Markov jump systems with missing observations |
| title_fullStr | Optimal state estimation for discrete-time Markov jump systems with missing observations |
| title_full_unstemmed | Optimal state estimation for discrete-time Markov jump systems with missing observations |
| title_short | Optimal state estimation for discrete-time Markov jump systems with missing observations |
| title_sort | optimal state estimation for discrete-time markov jump systems with missing observations |
| url | http://hdl.handle.net/20.500.11937/52237 |