Fixed Interval Optimal Estimation for Linear Discrete-Time Markovian Jump Systems by Maximum Likelihood Approach
نویسندگان
چکیده
منابع مشابه
Stochastic Optimal Tracking with Preview by State Feedback for Linear Discrete-time Markovian Jump Systems
In this paper, we study the stochastic optimal tracking problems with preview for a class of linear discrete-time Markovian jump systems. The systems are described by the discrete-time switching systems with Markovian mode transitions. The necessary and sufficient conditions for the solvability of the optimal tracking problems are given by coupled Riccati difference equations with terminal cond...
متن کاملOptimal Guaranteed Cost Filtering for Markovian Jump Discrete-time Systems
This paper develops a result on the design of robust steady-state estimator for a class of uncertain discrete-time systems with Markovian jump parameters. This result extends the steady-state Kalman filter to the case of norm-bounded time-varying uncertainties in the state and measurement equations as well as jumping parameters. We derive a linear state estimator such that the estimation-error ...
متن کاملH∞ estimates for discrete-time Markovian jump linear systems
This paper deals with the problem of H∞ filtering for discrete-time Markovian jump linear systems. Predicted and filtered recursive estimates are obtained based on the game theory. In this paper, it is assumed that the jump parameter is not accessible. A numerical example is provided in order to show the effectiveness of the approach proposed.
متن کاملRobust -Control for Discrete-time L# Markovian Jump Linear Systems
This paper deals with the robust -control of discrete-time L# Markovian jump linear systems. It is assumed that both the state and jump variables are available to the controller. Uncertainties satisfying some norm bounded conditions are considered on the parameters of the system. An upperbound for the -control L# problem is derived in terms of an LMI optimization problem. For the case in which ...
متن کاملOptimal Finite-time Control of Positive Linear Discrete-time Systems
This paper considers solving optimization problem for linear discrete time systems such that closed-loop discrete-time system is positive (i.e., all of its state variables have non-negative values) and also finite-time stable. For this purpose, by considering a quadratic cost function, an optimal controller is designed such that in addition to minimizing the cost function, the positivity proper...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
سال: 2015
ISSN: 2188-4730,2188-4749
DOI: 10.5687/sss.2015.47