A novel suboptimal algorithm for state estimation of Markov jump linear systems

Journal of Control Theory and Applications ◽

10.1007/s11768-010-9228-2 ◽

2011 ◽

Vol 9 (2) ◽

pp. 148-154 ◽

Author(s):

Wei Liu ◽

Huaguang Zhang ◽

Jie Fu ◽

Zhanshan Wang

Keyword(s):

State Estimation ◽

Linear Systems ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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State estimation for discrete-time Markov jump linear systems with multiplicative noises and delayed mode measurements

Digital Signal Processing ◽

10.1016/j.dsp.2014.04.002 ◽

2014 ◽

Vol 30 ◽

pp. 27-36 ◽

Author(s):

Wei Liu ◽

Guangzhen Hu

Keyword(s):

State Estimation ◽

Linear Systems ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Multiplicative Noises ◽

Markov Jump Linear Systems

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A numerical method for state estimation of continuous time Markov jump linear systems

53rd IEEE Conference on Decision and Control ◽

10.1109/cdc.2014.7040388 ◽

2014 ◽

Author(s):

Eduardo F. Costa ◽

Benoite de Saporta

Keyword(s):

State Estimation ◽

Numerical Method ◽

Linear Systems ◽

Continuous Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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

2011 Chinese Control and Decision Conference (CCDC) ◽

10.1109/ccdc.2011.5968585 ◽

2011 ◽

Author(s):

Wei Liu

Keyword(s):

State Estimation ◽

Linear Systems ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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High-Order Moment Recursive State Estimation of Markov Jump Linear Systems

IEEE Access ◽

10.1109/access.2018.2881281 ◽

2018 ◽

Vol 6 ◽

pp. 70788-70793

Author(s):

Ziheng Zhou ◽

Xiaoli Luan ◽

Fei Liu

Keyword(s):

State Estimation ◽

Linear Systems ◽

Order Moment ◽

Markov Jump ◽

Jump Linear Systems ◽

High Order Moment ◽

Markov Jump Linear Systems ◽

Recursive State Estimation

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On state estimation of discrete-time Markov jump linear systems

2009 Chinese Control and Decision Conference ◽

10.1109/ccdc.2009.5191528 ◽

2009 ◽

Author(s):

Wei Liu ◽

Huaguang Zhang

Keyword(s):

State Estimation ◽

Linear Systems ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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State estimation for discrete-time Markov jump linear systems with time-correlated measurement noise

10.1016/j.automatica.2016.10.028 ◽

2017 ◽

Vol 76 ◽

pp. 266-276 ◽

Author(s):

Wei Liu

Keyword(s):

State Estimation ◽

Linear Systems ◽

Discrete Time ◽

Measurement Noise ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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Optimal state estimation for Markov jump linear systems subject to transmission delays and data losses

2017 36th Chinese Control Conference (CCC) ◽

10.23919/chicc.2017.8027754 ◽

2017 ◽

Author(s):

Chunyan Han ◽

Wei Wang

Keyword(s):

State Estimation ◽

Linear Systems ◽

Markov Jump ◽

Jump Linear Systems ◽

Transmission Delays ◽

Optimal State ◽

Markov Jump Linear Systems ◽

Optimal State Estimation

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State estimation for discrete-time Markov jump linear systems with time-correlated and mode-dependent measurement noise

10.1016/j.automatica.2017.07.025 ◽

2017 ◽

Vol 85 ◽

pp. 9-21 ◽

Author(s):

Wei Liu ◽

Peng Shi ◽

Jeng-Shyang Pan

Keyword(s):

State Estimation ◽

Linear Systems ◽

Discrete Time ◽

Measurement Noise ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Dependent Measurement

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State estimation for discrete-time markov jump linear systems based on orthogonal projective theorem

International Journal of Control Automation and Systems ◽

10.1007/s12555-012-0523-1 ◽

2012 ◽

Vol 10 (5) ◽

pp. 1049-1054 ◽

Author(s):

Wei Liu ◽

Huaguang Zhang ◽

Zhanshan Wang ◽

Qiuye Sun

Keyword(s):

State Estimation ◽

Linear Systems ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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Robust Kalman filter of continuous-time Markov jump linear systems based on state estimation performance

International Journal of Systems Science ◽

10.1080/00207720701597456 ◽

2008 ◽

Vol 39 (1) ◽

pp. 9-16 ◽

Author(s):

Xiaobo Xiao ◽

Hongsheng Xi ◽

Jin Zhu ◽

Haibo Ji

Keyword(s):

Kalman Filter ◽

State Estimation ◽

Linear Systems ◽

Continuous Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Estimation Performance ◽

Markov Jump Linear Systems ◽

Robust Kalman Filter

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