The LMMSE estimation for Markovian jump linear systems with stochastic coefficient matrices and one-step randomly delayed measurements

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

科研成果: 书/报告/会议事项章节会议稿件同行评审

摘要

This paper presents the state estimation problem of discrete-time Markovian jump linear systems (MJLSs) with stochastic coefficient matrices (SCMs) and one-step randomly delayed measurements (RODs). Here, the SCMs are modeled as the randomly weighted sum of a series known basis matrices while the RODs are represented by a sequence of independent Bernoulli random variables. The proposed system is the MJLS with multiple stochastic parameters, including stochastic system matrices leading the uncertainty coupling between system matrices and state/noises, and ranndom Bernoulli variables leading the real measurement correlated with that at previous instant. By geometry augmentation, the state coupled with mode uncertainty is estimated instead of estimating the original state directly. Then, the linear minimum-mean-square error (LMMSE) estimator is derived in a recursive structure according to the orthogonality principle. A numerical simulation is presented to testify the proposed method.

源语言英语
主期刊名Proceedings of the 34th Chinese Control Conference, CCC 2015
编辑Qianchuan Zhao, Shirong Liu
出版商IEEE Computer Society
4783-4788
页数6
ISBN(电子版)9789881563897
DOI
出版状态已出版 - 11 9月 2015
活动34th Chinese Control Conference, CCC 2015 - Hangzhou, 中国
期限: 28 7月 201530 7月 2015

出版系列

姓名Chinese Control Conference, CCC
2015-September
ISSN(印刷版)1934-1768
ISSN(电子版)2161-2927

会议

会议34th Chinese Control Conference, CCC 2015
国家/地区中国
Hangzhou
时期28/07/1530/07/15

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