Adaptive upper-bound linear mean square error filter of Markovian jump linear systems with generalized unknown disturbances

Yuemei Qin; Yan Liang; Yanbo Yang; Quan Pan; Yanting Yang

Adaptive upper-bound linear mean square error filter of Markovian jump linear systems with generalized unknown disturbances

Yuemei Qin, Yan Liang, Yanbo Yang, Quan Pan, Yanting Yang

School of Automation

Northwestern Polytechnical University Xian

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

2 Scopus citations

Abstract

This paper presents a novel estimation problem of Markovian jump linear systems (MJLSs) with generalized unknown disturbances (GUDs) in measurements. In these systems, there exist multiple uncertainties such as Markovian switching parameters, the GUD and system noises. Here, the multi-mode complexity in original system is transformed into the randomness of parameters in new system by geometric augmentation. Then, an upper-bound linear mean square error filter (UBLF) is proposed and its existence condition is given. Meanwhile, the minimum upper-bound covariances are derived so that the minimum UBLF (MUBLF) and the corresponding optimal parameters are obtained. The numerical example shows the effectiveness of the proposed filter.

Original language	English
Title of host publication	2015 18th International Conference on Information Fusion, Fusion 2015
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	1833-1839
Number of pages	7
ISBN (Electronic)	9780982443866
State	Published - 14 Sep 2015
Event	18th International Conference on Information Fusion, Fusion 2015 - Washington, United States Duration: 6 Jul 2015 → 9 Jul 2015

Publication series

Name	2015 18th International Conference on Information Fusion, Fusion 2015

Conference

Conference	18th International Conference on Information Fusion, Fusion 2015
Country/Territory	United States
City	Washington
Period	6/07/15 → 9/07/15

Cite this

Qin, Y., Liang, Y., Yang, Y., Pan, Q., & Yang, Y. (2015). Adaptive upper-bound linear mean square error filter of Markovian jump linear systems with generalized unknown disturbances. In 2015 18th International Conference on Information Fusion, Fusion 2015 (pp. 1833-1839). Article 7266778 (2015 18th International Conference on Information Fusion, Fusion 2015). Institute of Electrical and Electronics Engineers Inc..

Qin, Yuemei ; Liang, Yan ; Yang, Yanbo et al. / Adaptive upper-bound linear mean square error filter of Markovian jump linear systems with generalized unknown disturbances. 2015 18th International Conference on Information Fusion, Fusion 2015. Institute of Electrical and Electronics Engineers Inc., 2015. pp. 1833-1839 (2015 18th International Conference on Information Fusion, Fusion 2015).

@inproceedings{39b06ebaf00c4852ba3f7d1ddf03021e,

title = "Adaptive upper-bound linear mean square error filter of Markovian jump linear systems with generalized unknown disturbances",

abstract = "This paper presents a novel estimation problem of Markovian jump linear systems (MJLSs) with generalized unknown disturbances (GUDs) in measurements. In these systems, there exist multiple uncertainties such as Markovian switching parameters, the GUD and system noises. Here, the multi-mode complexity in original system is transformed into the randomness of parameters in new system by geometric augmentation. Then, an upper-bound linear mean square error filter (UBLF) is proposed and its existence condition is given. Meanwhile, the minimum upper-bound covariances are derived so that the minimum UBLF (MUBLF) and the corresponding optimal parameters are obtained. The numerical example shows the effectiveness of the proposed filter.",

author = "Yuemei Qin and Yan Liang and Yanbo Yang and Quan Pan and Yanting Yang",

note = "Publisher Copyright: {\textcopyright} 2015 IEEE.; 18th International Conference on Information Fusion, Fusion 2015 ; Conference date: 06-07-2015 Through 09-07-2015",

year = "2015",

month = sep,

day = "14",

language = "英语",

series = "2015 18th International Conference on Information Fusion, Fusion 2015",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

pages = "1833--1839",

booktitle = "2015 18th International Conference on Information Fusion, Fusion 2015",

}

Qin, Y, Liang, Y, Yang, Y, Pan, Q & Yang, Y 2015, Adaptive upper-bound linear mean square error filter of Markovian jump linear systems with generalized unknown disturbances. in 2015 18th International Conference on Information Fusion, Fusion 2015., 7266778, 2015 18th International Conference on Information Fusion, Fusion 2015, Institute of Electrical and Electronics Engineers Inc., pp. 1833-1839, 18th International Conference on Information Fusion, Fusion 2015, Washington, United States, 6/07/15.

Adaptive upper-bound linear mean square error filter of Markovian jump linear systems with generalized unknown disturbances. / Qin, Yuemei; Liang, Yan; Yang, Yanbo et al.
2015 18th International Conference on Information Fusion, Fusion 2015. Institute of Electrical and Electronics Engineers Inc., 2015. p. 1833-1839 7266778 (2015 18th International Conference on Information Fusion, Fusion 2015).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - Adaptive upper-bound linear mean square error filter of Markovian jump linear systems with generalized unknown disturbances

AU - Qin, Yuemei

AU - Liang, Yan

AU - Yang, Yanbo

AU - Pan, Quan

AU - Yang, Yanting

PY - 2015/9/14

Y1 - 2015/9/14

N2 - This paper presents a novel estimation problem of Markovian jump linear systems (MJLSs) with generalized unknown disturbances (GUDs) in measurements. In these systems, there exist multiple uncertainties such as Markovian switching parameters, the GUD and system noises. Here, the multi-mode complexity in original system is transformed into the randomness of parameters in new system by geometric augmentation. Then, an upper-bound linear mean square error filter (UBLF) is proposed and its existence condition is given. Meanwhile, the minimum upper-bound covariances are derived so that the minimum UBLF (MUBLF) and the corresponding optimal parameters are obtained. The numerical example shows the effectiveness of the proposed filter.

AB - This paper presents a novel estimation problem of Markovian jump linear systems (MJLSs) with generalized unknown disturbances (GUDs) in measurements. In these systems, there exist multiple uncertainties such as Markovian switching parameters, the GUD and system noises. Here, the multi-mode complexity in original system is transformed into the randomness of parameters in new system by geometric augmentation. Then, an upper-bound linear mean square error filter (UBLF) is proposed and its existence condition is given. Meanwhile, the minimum upper-bound covariances are derived so that the minimum UBLF (MUBLF) and the corresponding optimal parameters are obtained. The numerical example shows the effectiveness of the proposed filter.

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M3 - 会议稿件

AN - SCOPUS:84960517200

T3 - 2015 18th International Conference on Information Fusion, Fusion 2015

SP - 1833

EP - 1839

BT - 2015 18th International Conference on Information Fusion, Fusion 2015

PB - Institute of Electrical and Electronics Engineers Inc.

T2 - 18th International Conference on Information Fusion, Fusion 2015

Y2 - 6 July 2015 through 9 July 2015

ER -

Qin Y, Liang Y, Yang Y, Pan Q, Yang Y. Adaptive upper-bound linear mean square error filter of Markovian jump linear systems with generalized unknown disturbances. In 2015 18th International Conference on Information Fusion, Fusion 2015. Institute of Electrical and Electronics Engineers Inc. 2015. p. 1833-1839. 7266778. (2015 18th International Conference on Information Fusion, Fusion 2015).

Adaptive upper-bound linear mean square error filter of Markovian jump linear systems with generalized unknown disturbances

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