Please use this identifier to cite or link to this item: http://hdl.handle.net/1959.13/933232

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Title
Linear estimation for discrete-time systems with Markov jump delays
Author/Creator
Han, Chunyan;  Zhang, Huanshui;  Fu, Minyue
Institution
The University of Newcastle. Faculty of Engineering & Built Environment, School of Electrical Engineering and Computer Science
Description
This paper is concerned with the linear minimum mean square error (MMSE) estimation for discrete-time systems with random delays in the observations. It is assumed that the delay process is modeled as a finite state Markov chain and only its transition probability matrix is known. To overcome the difficulty of estimation caused by random delays, the random delay system is firstly rewritten as a constant delay system with multiplicative noises. By applying the measurement reorganization approach, the system is further transformed into the delay-free one with Markov jump parameters. Then the estimator is derived by using the innovation analysis method in the Hilbert space, and the solution is given in terms of Riccati difference equations.
Relation
8th World Congress on Intelligent Control and Automation (WCICA 2010). Proceedings of the 8th World Congress on Intelligent Control and Automation (Jinan, China 7-9 July, 2010) p. 981-987
Publisher Link
http://dx.doi.org/10.1109/CHICC.2008.4605409
Date
2010
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Keyword(s)
linear estimation;  discrete-time system;  Markov jump delay;  innovation analysis method;  Riccati equations
Resource Type
conference paper
Identifier
http://hdl.handle.net/1959.13/933232
Identifier
ISBN:9781424467129
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Subject
"Linear estimation for discrete-time systems with Markov jump delays"
 
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