Linear Estimation of Discrete Dynamic Systems with Incomplete Signals
نویسنده
چکیده
In this paper we focus our attention on the estimation of dynamic discrete systems in which the observed signal is not always related to all components in the state vector, but on the contrary, it can be considered incomplete, since we do not know if a particular observed signal contains information regarding all components or not. We develop a very simple framework to deal with these situations by introducing Bernoulli random variables in the observation equation. The algorithm derived can be considered as an extension of Nahi [8] algorithm for uncertain observations. Mathematics Subject Classification: 62M20, 60G35
منابع مشابه
Potentials of Evolving Linear Models in Tracking Control Design for Nonlinear Variable Structure Systems
Evolving models have found applications in many real world systems. In this paper, potentials of the Evolving Linear Models (ELMs) in tracking control design for nonlinear variable structure systems are introduced. At first, an ELM is introduced as a dynamic single input, single output (SISO) linear model whose parameters as well as dynamic orders of input and output signals can change through ...
متن کاملGrid Impedance Estimation Using Several Short-Term Low Power Signal Injections
In this paper, a signal processing method is proposed to estimate the low and high-frequency impedances of power systems using several short-term low power signal injections for a frequency range of 0-150 kHz. This frequency range is very important, and thusso it is considered in the analysis of power quality issues of smart grids. The impedance estimation is used in many power system applicati...
متن کاملNew Robust Stability Criteria for Uncertain Neutral Time-Delay Systems With Discrete and Distributed Delays
In this study, delay-dependent robust stability problem is investigated for uncertain neutral systems with discrete and distributed delays. By constructing an augmented Lyapunov-Krasovskii functional involving triple integral terms and taking into account the relationships between the different delays, new less conservative stability and robust stability criteria are established first using the...
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 کاملEigenvalue Assignment Of Discrete-Time Linear Systems With State And Input Time-Delays
Time-delays are important components of many dynamical systems that describe coupling or interconnection between dynamics, propagation or transport phenomena, and heredity and competition in population dynamics. The stabilization with time delay in observation or control represents difficult mathematical challenges in the control of distributed parameter systems. It is well-known that the stabi...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2006