NDLI: State estimation of discrete-time Markov jump linear systems in the environment of arbitrarily correlated noises

Content Provider	IEEE Xplore Digital Library
Author	Liu Wei
Copyright Year	2011
Description	Author affiliation: Sch. of Electr. Eng. & Autom., Henan Polytech. Univ., Jiaozuo, China (Liu Wei)
Abstract	In this paper, the state estimation problem of discrete-time Markov jump linear systems is considered where the noises influencing the systems are arbitrarily correlated. For this, two algorithms of state estimate for the considered systems based on the estimation criterion of linear minimum mean-square error estimate are proposed. The first algorithm is an optimal algorithm which can exactly calculate the linear minimum mean-square error estimate of system states. The second algorithm is a suboptimal algorithm which is proposed to reduce the computation and storage load of the proposed optimal algorithm. Computer simulations are carried out to evaluate the performance of the proposed suboptimal algorithm.
Starting Page	1733
Ending Page	1738
File Size	166895
Page Count	6
File Format	PDF
ISBN	9781457706776
ISSN	21612927
e-ISBN	9789881725592
DOI	10.1109/CCDC.2011.5968585
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2011-07-22
Publisher Place	China
Access Restriction	Subscribed
Rights Holder	Chinese Assoc of Automati
Subject Keyword	Linear systems Markov Jump Reactive power Arbitrarily Correlated Noises State Estimation Noise Mean square error methods Markov processes Approximation algorithms Discrete-Time State estimation
Content Type	Text
Resource Type	Article

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State estimation of discrete-time Markov jump linear systems in the environment of arbitrarily correlated noises