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

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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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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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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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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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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

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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

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Robust stability and stabilization of discrete-time infinite Markov jump linear systems

2009 European Control Conference (ECC) ◽

10.23919/ecc.2009.7074904 ◽

2009 ◽

Author(s):

Marcos G. Todorov ◽

Marcelo D. Fragoso

Keyword(s):

Linear Systems ◽

Robust Stability ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Stability And Stabilization ◽

Robust Stability And Stabilization

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Continuous and discrete time filters for Markov jump linear systems with Gaussian observations

Proceedings of 8th Workshop on Statistical Signal and Array Processing ◽

10.1109/ssap.1996.534901 ◽

2002 ◽

Author(s):

V. Krishnamurthy ◽

J. Evans

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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