Title :
State estimation for Markovian jump systems with time-varying delay and partial information on transition probabilities [Brief Paper]
Author :
Zhang, Ye ; He, Yuhong ; Wu, Min ; Zhang, Juyong
Author_Institution :
Sch. of Inf. Sci. & Eng., Central South Univ., Changsha, China
Abstract :
This study investigates the state estimation problem for a class of continuous-time Markovian jump systems (MJSs) with time-varying delay and partial information on transition probabilities. The novel sufficient conditions are established to guarantee the mean square stability of MJSs via introducing the free-connection weighting matrices. As a result, the state estimators are designed to estimate original systems through available output measurement. Finally, numerical examples and simulations are given to illustrate the effectiveness and the merits of the proposed method.
Keywords :
Markov processes; continuous time systems; delay systems; matrix algebra; mean square error methods; probability; stability; state estimation; time-varying systems; MJS; continuous-time Markovian jump system; free-connection weighting matrices; mean square stability; state estimation problem; time-varying delay; transition probabilities;
Journal_Title :
Control Theory & Applications, IET
DOI :
10.1049/iet-cta.2011.0717