Robust state estimation for jump Markov linear systems with missing measurements

被引：22

作者：

Li, Wenling ^{[1
,2
]}

Jia, Yingmin ^{[1
,2
,3
]}

Du, Junping ^{[4
]}

Zhang, Jun ^{[5
]}

机构：

[1] Beihang Univ BUAA, Div Res 7, Beijing 100191, Peoples R China

[2] Beihang Univ BUAA, Dept Syst & Control, Beijing 100191, Peoples R China

[3] Beihang Univ BUAA, SMSS, Key Lab Math Informat & Behav Semant LMIB, Beijing 100191, Peoples R China

[4] Beijing Univ Posts & Telecommun, Sch Comp Sci & Technol, Beijing Key Lab Intelligent Telecommun Software &, Beijing 100876, Peoples R China

[5] Beihang Univ BUAA, Sch Elect & Informat Engn, Beijing 100191, Peoples R China

来源：

JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS | 2013年 / 350卷 / 06期

基金：

北京市自然科学基金;

关键词：

H-INFINITY FILTER; STOCHASTIC-SYSTEMS; TARGET TRACKING; DESIGN; CONTROLLABILITY; STABILITY;

D O I：

10.1016/j.jfranklin.2013.04.002

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

080201 [机械制造及其自动化];

摘要：

This paper is concerned with the robust state estimation problem for a class of jump Markov linear systems (JMLSs) with missing measurements. Two independent Markov chains are used to describe the behavior of the system dynamics and the characteristic of missing measurements, respectively. A robust filtering algorithm is developed by applying the basic interacting multiple model (IMM) approach and the H-infinity technique, which is different from the traditional Kalman filtering with minimum estimation error variance criterion. A maneuvering target tracking example is provided to demonstrate the effectiveness of the proposed algorithm. (C) 2013 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

引用

页码：1476 / 1487

页数：12

共 29 条

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THE INTERACTING MULTIPLE MODEL ALGORITHM FOR SYSTEMS WITH MARKOVIAN SWITCHING COEFFICIENTS [J].