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- Title
Recursive Bayesian estimation for Markov jump linear systems with unknown mode‐dependent state delays.
- Authors
Zhao, Shunyi; Liu, Fei
- Abstract
This study considers the minimum mean square error estimation problem for a class of jump Markov linear systems with unknown mode‐dependent state delays. In order to show the difficulties caused by the unknown delays, the online Bayesian equation of the investigated system is firstly developed by incorporating the time‐delay estimation into the recursion of system states. However, computing such optimal estimation causes an exponential increase in the requirement of computation and storage load. Therefore two different approximation techniques: interacting multiple‐model approximation and detection–estimation method are utilised to obtain two suboptimal but executable filtering algorithms, respectively. Simulation results of the proposed methods for a system are presented to illustrate the effectiveness.
- Publication
IET Signal Processing (Wiley-Blackwell), 2013, Vol 7, Issue 9, p911
- ISSN
1751-9675
- Publication type
Article
- DOI
10.1049/iet-spr.2013.0012