State estimation of discrete-time Markov jump linear systems based on linear minimum mean-square error estimate

2010 Chinese Control and Decision Conference ◽

10.1109/ccdc.2010.5498592 ◽

2010 ◽

Author(s):

Wei Liu

Keyword(s):

Error Estimate ◽

State Estimation ◽

Linear Systems ◽

Mean Square Error ◽

Discrete Time ◽

Minimum Mean Square Error ◽

Mean Square ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

Mean square stabilization of discrete-time switching Markov jump linear systems

Optimal Control Applications and Methods ◽

10.1002/oca.2471 ◽

2018 ◽

Vol 40 (1) ◽

pp. 141-151 ◽

Author(s):

Haibo Qu ◽

Jialei Hu ◽

Yang Song ◽

Taicheng Yang

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Mean Square ◽

Markov Jump ◽

Jump Linear Systems ◽

Time Switching ◽

Markov Jump Linear Systems

Download Full-text

Linear minimum mean square error estimation for discrete-time Markovian jump linear systems

IEEE Transactions on Automatic Control ◽

10.1109/9.310052 ◽

1994 ◽

Vol 39 (8) ◽

pp. 1685-1689 ◽

Author(s):

O.L.V. Costa

Keyword(s):

Linear Systems ◽

Mean Square Error ◽

Error Estimation ◽

Discrete Time ◽

Minimum Mean Square Error ◽

Mean Square ◽

Markovian Jump ◽

Jump Linear Systems ◽

Markovian Jump Linear Systems ◽

Mean Square Error Estimation

Download Full-text

Optimal estimate and intercepting algorithm for state estimation of discrete-time Markov jump linear systems

2010 Chinese Control and Decision Conference ◽

10.1109/ccdc.2010.5498593 ◽

2010 ◽

Author(s):

Wei Liu

Keyword(s):

State Estimation ◽

Linear Systems ◽

Discrete Time ◽

Optimal Estimate ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

Download Full-text

A novel truncated approximation based algorithm for state estimation of discrete-time Markov jump linear systems

Signal Processing ◽

10.1016/j.sigpro.2010.07.017 ◽

2011 ◽

Vol 91 (4) ◽

pp. 702-712 ◽

Author(s):

Wei Liu ◽

Huaguang Zhang ◽

Zhanshan Wang

Keyword(s):

State Estimation ◽

Linear Systems ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

Download Full-text