DocumentCode
3312026
Title
Robust estimate for discrete-time Markovian jump linear systems
Author
Terra, Marco H. ; Ishihara, João Y. ; Jesus, Gildson
Author_Institution
Dept. of Electr. Eng., Univ. of Sao Paulo at Sao Carlos, Sao Carlos, Brazil
fYear
2009
fDate
15-18 Dec. 2009
Firstpage
1305
Lastpage
1309
Abstract
This paper deals with the problem of robust predicted state estimation for discrete-time Markovian jump linear systems subject to uncertainties. The approach proposed is based on a recursive algorithm, useful to be used in online applications. A numerical example is provided in order to show the effectiveness of this approach.
Keywords
Markov processes; discrete time systems; linear systems; recursive estimation; Markovian jump; discrete-time system; linear system; numerical example; recursive algorithm; robust estimation; Covariance matrix; Filtering; Guidelines; Linear systems; Nonlinear filters; Riccati equations; Robust stability; Robustness; State estimation; Uncertainty; Markovian systems; discrete-time filter; robust estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on
Conference_Location
Shanghai
ISSN
0191-2216
Print_ISBN
978-1-4244-3871-6
Electronic_ISBN
0191-2216
Type
conf
DOI
10.1109/CDC.2009.5400556
Filename
5400556
Link To Document