کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4999662 | 1460630 | 2017 | 13 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
State estimation for discrete-time Markov jump linear systems with time-correlated and mode-dependent measurement noise
ترجمه فارسی عنوان
برآورد دولت برای سیستم های خطی پرش مارکوف گسسته با سر و صدا اندازه گیری وابسته به زمان و وابسته به حالت
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کلمات کلیدی
برآورد دولت، زمان گسسته مارکوف سیستم های خطی پرش، سر و صدا اندازه گیری وابسته به زمان و وابسته به حالت، حداقل خطای متوسط مربع،
موضوعات مرتبط
مهندسی و علوم پایه
سایر رشته های مهندسی
کنترل و سیستم های مهندسی
چکیده انگلیسی
The state estimation problem for discrete-time Markov jump linear systems corrupted by time-correlated and mode-dependent measurement noise is considered where the time-correlated and mode-dependent measurement noise is described via a discrete-time stochastic system with Markov parameter and Kronecker delta function. By defining the measurement noise in this manner, both time-correlation and periodic step change caused by the change of system environment or structure can be embodied in the measurement noise. A novel “distributed measurement differencing method” is applied to the problem of state estimation under consideration so that two algorithms are obtained using some results presented in this paper. The first algorithm is optimal in the sense of minimum mean-square error, which can exactly compute the minimum mean-square error estimate of system state. The second algorithm is suboptimal and the suboptimality of the algorithm is caused by using some Gaussian hypotheses. The two proposed algorithms are recursive and the proposed suboptimal algorithm has a time-independent complexity. The performance of the proposed suboptimal algorithm is illustrated using computer simulations.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Automatica - Volume 85, November 2017, Pages 9-21
Journal: Automatica - Volume 85, November 2017, Pages 9-21
نویسندگان
Wei Liu, Peng Shi, Jeng-Shyang Pan,