Robust estimate for discrete-time Markovian jump linear systems

被引：1
|
作者：
Terra, Marco H. [1 ]
Ishihara, Joao Y. [2 ]
Jesus, Gildson [1 ]
机构：
[1] Univ Sao Paulo Sao Carlos, Dept Elect Engn, CP 359, BR-13566590 Sao Carlos, SP, Brazil
[2] Univ Brasilia, Dept Elect Engn, BR-70910970 Brasilia, DF, Brazil
来源：
PROCEEDINGS OF THE 48TH IEEE CONFERENCE ON DECISION AND CONTROL, 2009 HELD JOINTLY WITH THE 2009 28TH CHINESE CONTROL CONFERENCE (CDC/CCC 2009) | 2009年
关键词：
robust estimation; discrete-time filter; Markovian systems; STATE ESTIMATION; FILTER; ALGORITHMS;
D O I：
10.1109/CDC.2009.5400556
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper deals with the problem of robust predicted state estimation for discrete-time Markovian jump linear systems subject to uncertainties. The approach proposed is based on a recursive algorithm, useful to be used in online applications. A numerical example is provided in order to show the effectiveness of this approach.
引用
收藏
页码：1305 / 1309
页数：5
相关论文
共 50 条
  • [1] Robust Estimation for Discrete-Time Markovian Jump Linear Systems
    Terra, Marco H.
    Ishihara, Joao Y.
    Jesus, Gildson
    Cerri, Joao P.
    [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2013, 58 (08) : 2065 - 2071
  • [2] Recursive Robust Regulator for Discrete-Time Markovian Jump Linear Systems
    Cerri, Joao P.
    Terra, Marco H.
    [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2017, 62 (11) : 6004 - 6011
  • [3] Discrete-time Markovian jump linear systems
    Szajowski, K
    de Koning, WL
    [J]. CONTROL AND CYBERNETICS, 1998, 27 (01): : 63 - 80
  • [4] Robust control for markovian jump linear discrete-time systems with unknown nonlinearities
    Mahmoud, MS
    Shi, P
    [J]. IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-FUNDAMENTAL THEORY AND APPLICATIONS, 2002, 49 (04): : 538 - 542
  • [5] Robust stability and stabilization of uncertain discrete-time Markovian jump linear systems
    de Souza, Carlos E.
    [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2006, 51 (05) : 836 - 841
  • [6] Robust filtering for discrete-time Markovian jump delay systems
    Wang, ZD
    Lam, J
    Liu, XH
    [J]. IEEE SIGNAL PROCESSING LETTERS, 2004, 11 (08) : 659 - 662
  • [7] Robust H2-control for discrete-time Markovian jump linear systems
    Costa, OLV
    Marques, RP
    [J]. PROCEEDINGS OF THE 1998 AMERICAN CONTROL CONFERENCE, VOLS 1-6, 1998, : 746 - 750
  • [8] ROBUST H2 FILTERING FOR DISCRETE-TIME MARKOVIAN JUMP LINEAR SYSTEMS
    Liu, Tao
    Zhang, Hao
    Chen, Qijun
    [J]. ASIAN JOURNAL OF CONTROL, 2012, 14 (06) : 1599 - 1607
  • [9] Robust H2-control for discrete-time Markovian jump linear systems
    Costa, OLV
    Marques, RP
    [J]. INTERNATIONAL JOURNAL OF CONTROL, 2000, 73 (01) : 11 - 21
  • [10] H∞ Estimates for Discrete-Time Markovian Jump Linear Systems
    Terra, Marco H.
    Jesus, Gildson
    Ishihara, Joao Y.
    [J]. MATHEMATICAL PROBLEMS IN ENGINEERING, 2013, 2013
12345