Optimal State Estimation for Discrete-Time Markov Jump Systems with Missing Observations
This paper is concerned with the optimal linear estimation for a class of direct-time Markov jump systems with missing observations. An observer-based approach of fault detection and isolation (FDI) is investigated as a detection mechanic of fault case. For systems with known information, a conditio...
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| Format: | Article |
| Language: | English |
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Wiley
2014-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2014/568252 |
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| _version_ | 1832552199998144512 |
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| author | Qing Sun Shunyi Zhao Yanyan Yin |
| author_facet | Qing Sun Shunyi Zhao Yanyan Yin |
| author_sort | Qing Sun |
| collection | DOAJ |
| description | This paper is concerned with the optimal linear estimation for a class of direct-time Markov jump systems with missing observations. An observer-based approach of fault detection and isolation (FDI) is investigated as a detection mechanic of fault case. For systems with known information, a conditional prediction of observations is applied and fault observations are replaced and isolated; then, an FDI linear minimum mean square error estimation (LMMSE) can be developed by comprehensive utilizing of the correct information offered by systems. A recursive equation of filtering based on the geometric arguments can be obtained. Meanwhile, a stability of the state estimator will be guaranteed under appropriate assumption. |
| format | Article |
| id | doaj-art-057ed0ca9f524eaa9fc0c50db0f47c30 |
| institution | Kabale University |
| issn | 1085-3375 1687-0409 |
| language | English |
| publishDate | 2014-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Abstract and Applied Analysis |
| spelling | doaj-art-057ed0ca9f524eaa9fc0c50db0f47c302025-02-03T05:59:18ZengWileyAbstract and Applied Analysis1085-33751687-04092014-01-01201410.1155/2014/568252568252Optimal State Estimation for Discrete-Time Markov Jump Systems with Missing ObservationsQing Sun0Shunyi Zhao1Yanyan Yin2Key Laboratory of Advanced Process Control for Light Industry, Ministry of Education, Institute of Automation, Jiangnan University, Wuxi 214122, ChinaKey Laboratory of Advanced Process Control for Light Industry, Ministry of Education, Institute of Automation, Jiangnan University, Wuxi 214122, ChinaKey Laboratory of Advanced Process Control for Light Industry, Ministry of Education, Institute of Automation, Jiangnan University, Wuxi 214122, ChinaThis paper is concerned with the optimal linear estimation for a class of direct-time Markov jump systems with missing observations. An observer-based approach of fault detection and isolation (FDI) is investigated as a detection mechanic of fault case. For systems with known information, a conditional prediction of observations is applied and fault observations are replaced and isolated; then, an FDI linear minimum mean square error estimation (LMMSE) can be developed by comprehensive utilizing of the correct information offered by systems. A recursive equation of filtering based on the geometric arguments can be obtained. Meanwhile, a stability of the state estimator will be guaranteed under appropriate assumption.http://dx.doi.org/10.1155/2014/568252 |
| spellingShingle | Qing Sun Shunyi Zhao Yanyan Yin Optimal State Estimation for Discrete-Time Markov Jump Systems with Missing Observations Abstract and Applied Analysis |
| title | Optimal State Estimation for Discrete-Time Markov Jump Systems with Missing Observations |
| title_full | Optimal State Estimation for Discrete-Time Markov Jump Systems with Missing Observations |
| title_fullStr | Optimal State Estimation for Discrete-Time Markov Jump Systems with Missing Observations |
| title_full_unstemmed | Optimal State Estimation for Discrete-Time Markov Jump Systems with Missing Observations |
| title_short | Optimal State Estimation for Discrete-Time Markov Jump Systems with Missing Observations |
| title_sort | optimal state estimation for discrete time markov jump systems with missing observations |
| url | http://dx.doi.org/10.1155/2014/568252 |
| work_keys_str_mv | AT qingsun optimalstateestimationfordiscretetimemarkovjumpsystemswithmissingobservations AT shunyizhao optimalstateestimationfordiscretetimemarkovjumpsystemswithmissingobservations AT yanyanyin optimalstateestimationfordiscretetimemarkovjumpsystemswithmissingobservations |