State Estimation for Time-Delay Systems with Markov Jump Parameters and Missing Measurements

This paper is concerned with the state estimation problem for a class of time-delay systems with Markovian jump parameters and missing measurements, considering the fact that data missing may occur in the process of transmission and its failure rates are governed by random variables satisfying certa...

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Main Authors: Yushun Tan, Qiong Qi, Jinliang Liu
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2014/379565
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author Yushun Tan
Qiong Qi
Jinliang Liu
author_facet Yushun Tan
Qiong Qi
Jinliang Liu
author_sort Yushun Tan
collection DOAJ
description This paper is concerned with the state estimation problem for a class of time-delay systems with Markovian jump parameters and missing measurements, considering the fact that data missing may occur in the process of transmission and its failure rates are governed by random variables satisfying certain probabilistic distribution. By employing a new Lyapunov function and using the convexity property of the matrix inequality, a sufficient condition for the existence of the desired state estimator for Markovian jump systems with missing measurements can be achieved by solving some linear matrix inequalities, which can be easily facilitated by using the standard numerical software. Furthermore, the gain of state estimator can also be derived based on the known conditions. Finally, a numerical example is exploited to demonstrate the effectiveness of the proposed method.
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institution Kabale University
issn 1085-3375
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language English
publishDate 2014-01-01
publisher Wiley
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series Abstract and Applied Analysis
spelling doaj-art-474f6aabd25349baa749645614102cca2025-02-03T01:21:56ZengWileyAbstract and Applied Analysis1085-33751687-04092014-01-01201410.1155/2014/379565379565State Estimation for Time-Delay Systems with Markov Jump Parameters and Missing MeasurementsYushun Tan0Qiong Qi1Jinliang Liu2Department of Applied Mathematics, Nanjing University of Finance and Economics, Nanjing, Jiangsu 210023, ChinaDepartment of Applied Mathematics, Nanjing University of Finance and Economics, Nanjing, Jiangsu 210023, ChinaDepartment of Applied Mathematics, Nanjing University of Finance and Economics, Nanjing, Jiangsu 210023, ChinaThis paper is concerned with the state estimation problem for a class of time-delay systems with Markovian jump parameters and missing measurements, considering the fact that data missing may occur in the process of transmission and its failure rates are governed by random variables satisfying certain probabilistic distribution. By employing a new Lyapunov function and using the convexity property of the matrix inequality, a sufficient condition for the existence of the desired state estimator for Markovian jump systems with missing measurements can be achieved by solving some linear matrix inequalities, which can be easily facilitated by using the standard numerical software. Furthermore, the gain of state estimator can also be derived based on the known conditions. Finally, a numerical example is exploited to demonstrate the effectiveness of the proposed method.http://dx.doi.org/10.1155/2014/379565
spellingShingle Yushun Tan
Qiong Qi
Jinliang Liu
State Estimation for Time-Delay Systems with Markov Jump Parameters and Missing Measurements
Abstract and Applied Analysis
title State Estimation for Time-Delay Systems with Markov Jump Parameters and Missing Measurements
title_full State Estimation for Time-Delay Systems with Markov Jump Parameters and Missing Measurements
title_fullStr State Estimation for Time-Delay Systems with Markov Jump Parameters and Missing Measurements
title_full_unstemmed State Estimation for Time-Delay Systems with Markov Jump Parameters and Missing Measurements
title_short State Estimation for Time-Delay Systems with Markov Jump Parameters and Missing Measurements
title_sort state estimation for time delay systems with markov jump parameters and missing measurements
url http://dx.doi.org/10.1155/2014/379565
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AT qiongqi stateestimationfortimedelaysystemswithmarkovjumpparametersandmissingmeasurements
AT jinliangliu stateestimationfortimedelaysystemswithmarkovjumpparametersandmissingmeasurements