State estimation for discrete-time Markov jump linear systems with multiplicative noises and delayed mode measurements |
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| Affiliation: | 1. School of Electrical Engineering and Automation, Henan Polytechnic University, Jiaozuo 454003, PR China;2. School of Electronic and Information Engineering, University of Science and Technology Liaoning, Anshan 114051, PR China;1. College of Mechatronics and Control Engineering, Hubei Normal University, Huangshi 435002, China;2. Key Laboratory of Advanced Control and Optimization for Chemical Processes of Ministry of Education, East China University of Science and Technology, Shanghai 200237, China;3. School of Mechanical Engineering and Electronic Information, China University of Geosciences, Wuhan 430074, China;1. School of Engineering, Monash University, Malaysia;2. School of Engineering, Deakin University, Australia |
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| Abstract: | In this paper, the state estimation problem for discrete-time Markov jump linear systems affected by multiplicative noises is considered. The available measurements for the system under consideration have two components: the first is the model measurement and the second is the output measurement, where the model measurement is affected by a fixed amount of delay. Using Bayes' rule and some results obtained in this paper, a novel suboptimal state estimation algorithm is proposed in the sense of minimum mean-square error under a lot of Gaussian hypotheses. The proposed algorithm is recursive and does not increase computational and storage load with time. Computer simulations are carried out to evaluate the performance of the proposed algorithm. |
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| Keywords: | State estimation Discrete-time Markov jump linear systems Multiplicative noises Delayed mode measurements |
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