Estimation of Markov Jump systems with mode observation one-step lagged to state measurement

The estimation of Markov jump systems (MJS) is widely used in target tracking, fault detection, signal processing and digital communications. However, the above researches all assume that state measurement and additional mode observation are synchronous which means both state measurement and mode observation at each sampling time arrive at the fusion centre at the same time. The problem of estimation of MJS that mode observation is one-step lagged to its corresponding state measurement is considered. Along state-augmentation approach and the derivation of image-enhanced interacting multiple model (IE-IMM), a new generic estimation algorithm is proposed. It is shown by simulation result that the proposed algorithm is effective.