- Title
- Linear estimation for discrete-time systems with Markov jump delays
- Creator
- Han, Chunyan; Zhang, Huanshui; Fu, Minyue
- 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
- Publisher
- Institute of Electrical and Electronics Engineers (IEEE)
- Resource Type
- conference paper
- Date
- 2010
- 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.
- Subject
- linear estimation; discrete-time system; Markov jump delay; innovation analysis method; Riccati equations
- Identifier
- http://hdl.handle.net/1959.13/933232
- Identifier
- uon:11578
- Identifier
- ISBN:9781424467129
- Rights
- Copyright © 2010 IEEE. Reprinted from the Proceedings of the 8th World Congress on Intelligent Control and Automation (Jinan, China 7-9 July, 2010) p. 981-987. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of the University of Newcastle products's or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to pubs-permissions@ieee.org. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.
- Language
- eng
- Full Text
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