State Estimation for Nonlinear Discrete-Time Systems with Markov Jumps and Nonhomogeneous Transition Probabilities
Joint Authors
Liu, Fei
Zhao, Shunyi
Wang, Zhiguo
Source
Mathematical Problems in Engineering
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-12-24
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
State estimation problem is addressed for a class of nonlinear discrete-time systems with Markov parameters and nonhomogeneous transition probabilities (TPs).
In this paper, the optimal estimation mechanism of transition probability matrix is proposed in the minimum mean square error sense to show some critical points.
Based on this mechanism, the extended Kalman filters are employed as the subfilters to obtain the subestimates with corresponding models.
A novel operator which fuses the prior knowledge and the posterior information embedded in observations is developed to modify the posterior mode probabilities.
A meaningful example is presented to illustrate the effectiveness of our method.
American Psychological Association (APA)
Zhao, Shunyi& Wang, Zhiguo& Liu, Fei. 2013. State Estimation for Nonlinear Discrete-Time Systems with Markov Jumps and Nonhomogeneous Transition Probabilities. Mathematical Problems in Engineering،Vol. 2013, no. 2013, pp.1-7.
https://search.emarefa.net/detail/BIM-1008954
Modern Language Association (MLA)
Zhao, Shunyi…[et al.]. State Estimation for Nonlinear Discrete-Time Systems with Markov Jumps and Nonhomogeneous Transition Probabilities. Mathematical Problems in Engineering No. 2013 (2013), pp.1-7.
https://search.emarefa.net/detail/BIM-1008954
American Medical Association (AMA)
Zhao, Shunyi& Wang, Zhiguo& Liu, Fei. State Estimation for Nonlinear Discrete-Time Systems with Markov Jumps and Nonhomogeneous Transition Probabilities. Mathematical Problems in Engineering. 2013. Vol. 2013, no. 2013, pp.1-7.
https://search.emarefa.net/detail/BIM-1008954
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1008954