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
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