메뉴 건너뛰기




Volumn 19, Issue 14, 2009, Pages 1632-1655

State estimation of stochastic systems with switching measurements: A polynomial approach

Author keywords

Hybrid systems; Kalman filter; Polynomial filters; Switching systems

Indexed keywords

CONTINUOUS SYSTEM; DIGITAL COMMUNICATION CHANNELS; FINITE SET; FIRST-ORDER; GAUSSIANS; HIGHER ORDER; INFORMATION FLOWS; MARKOV SEQUENCE; MULTI-PATH; OBSERVATION NOISE; OPTIMAL FILTER; OUTPUT MATRIX; POLYNOMIAL APPROACH; POLYNOMIAL FILTERING; POLYNOMIAL FILTERS; REAL TIME ALGORITHMS; SIMULTANEOUS ESTIMATION; SWITCHING PARAMETERS; TRAINING SEQUENCES; TRANSMITTED SIGNAL; UNOBSERVABILITY;

EID: 70149104308     PISSN: 10498923     EISSN: 10991239     Source Type: Journal    
DOI: 10.1002/rnc.1441     Document Type: Article
Times cited : (13)

References (47)
  • 2
    • 33744793252 scopus 로고    scopus 로고
    • Hybrid systems: review and recent progress
    • Samad T, Balas G (eds). IEEE Press: New York
    • Antsaklis P, Koutsoukos X. Hybrid systems: review and recent progress. In Software-enabled Control, Samad T, Balas G (eds). IEEE Press: New York, 2003; 272-298.
    • (2003) Software-enabled Control , pp. 272-298
    • Antsaklis, P.1    Koutsoukos, X.2
  • 6
    • 33750079011 scopus 로고    scopus 로고
    • Robust state estimation and fault diagnosis for uncertain hybrid systems
    • Wang W, Zhou DH, Li Z. Robust state estimation and fault diagnosis for uncertain hybrid systems. Nonlinear Analysis 2006; 65: 2193-2215.
    • (2006) Nonlinear Analysis , vol.65 , pp. 2193-2215
    • Wang, W.1    Zhou, D.H.2    Li, Z.3
  • 8
    • 33750392188 scopus 로고    scopus 로고
    • Hybrid system state tracking and fault detection using particle filters
    • Tafazoli S, Sun X. Hybrid system state tracking and fault detection using particle filters. IEEE Transactions on Control Systems Technology 2006; 14(6): 1078-1087.
    • (2006) IEEE Transactions on Control Systems Technology , vol.14 , Issue.6 , pp. 1078-1087
    • Tafazoli, S.1    Sun, X.2
  • 10
    • 0036888233 scopus 로고    scopus 로고
    • Hybrid state estimation: A target tracking application
    • Boers Y, Driessen H. Hybrid state estimation: A target tracking application. Automatica 2002; 38(9): 2153-2158.
    • (2002) Automatica , vol.38 , Issue.9 , pp. 2153-2158
    • Boers, Y.1    Driessen, H.2
  • 15
    • 0024057021 scopus 로고
    • The interactive multiple model algorithm for systems with Markovian switching coefficients
    • Blom HAP, BarShalom Y. The interactive multiple model algorithm for systems with Markovian switching coefficients. IEEE Transactions on Automatic Control 1988; 33(8): 780-783.
    • (1988) IEEE Transactions on Automatic Control , vol.33 , Issue.8 , pp. 780-783
    • Blom, H.A.P.1    BarShalom, Y.2
  • 16
    • 0028494006 scopus 로고
    • Linear minimum mean square error estimation for discrete-time Markovian jump linear systems
    • Costa OLV. Linear minimum mean square error estimation for discrete-time Markovian jump linear systems. IEEE Transactions on Automatic Control 1994; 39(8): 1685-1689.
    • (1994) IEEE Transactions on Automatic Control , vol.39 , Issue.8 , pp. 1685-1689
    • Costa, O.L.V.1
  • 17
    • 0033740817 scopus 로고    scopus 로고
    • Stochastic sampling algorithms for state estimation of jump Markov linear systems
    • DOI 10.1109/9.839943
    • Doucet A, Logothetis A, Krishnamurthy V. Stochastic sampling algorithms for state estimation of jump Markov linear systems. IEEE Transactions on Automatic Control 2000; 45(1): 188-202. (Pubitemid 30861946)
    • (2000) IEEE Transactions on Automatic Control , vol.45 , Issue.2 , pp. 188-202
    • Doucet, A.1    Logothetis, A.2    Krishnamurthy, V.3
  • 20
    • 0033171351 scopus 로고    scopus 로고
    • Expectation maximization algorithms for MAP estimation of jump markov linear systems
    • Logothetis A, Krishnamurthy V. Expectation maximization algorithms for MAP estimation of jump Markov linear Systems. IEEE Transactions on Signal Processing 1999; 47(8): 2139-2156.
    • (1999) IEEE Transactions on Signal Processing , vol.47 , Issue.8 , pp. 2139-2156
    • Logothetis, A.1    Krishnamurthy, V.2
  • 21
    • 0033350190 scopus 로고    scopus 로고
    • Conditional densities for continuous-time nonlinear hybrid systems with applications to fault detection
    • Hibey JL, Charalambous CD. Conditional densities for continuous-time nonlinear hybrid systems with applications to fault detection. IEEE Transactions on Automatic Control 1999; 44(11): 2164-2169.
    • (1999) IEEE Transactions on Automatic Control , vol.44 , Issue.11 , pp. 2164-2169
    • Hibey, J.L.1    Charalambous, C.D.2
  • 22
    • 0031190550 scopus 로고    scopus 로고
    • Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process
    • Miller BM, Runggaldier WJ. Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process. Systems and Control Letters 1997; 31(2): 93-102.
    • (1997) Systems and Control Letters , vol.31 , Issue.2 , pp. 93-102
    • Miller, B.M.1    Runggaldier, W.J.2
  • 24
    • 33646538452 scopus 로고    scopus 로고
    • Stationary filter for continuous-time Markovian jump linear systems
    • Fragoso MD, Rocha NCS. Stationary filter for continuous-time Markovian jump linear systems. SIAM Journal on Control and Optimization 2005; 44(3): 801-815.
    • (2005) SIAM Journal on Control and Optimization , vol.44 , Issue.3 , pp. 801-815
    • Fragoso, M.D.1    Rocha, N.C.S.2
  • 25
    • 0033876077 scopus 로고    scopus 로고
    • Hybrid filtering for linear systems with non-gaussian disturbances
    • Zhang Q. Hybrid filtering for linear systems with non-Gaussian disturbances. IEEE Transactions on Automatic Control 2000; 45(1): 50-61.
    • (2000) IEEE Transactions on Automatic Control , vol.45 , Issue.1 , pp. 50-61
    • Zhang, Q.1
  • 28
    • 0036687285 scopus 로고    scopus 로고
    • Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
    • Costa OLV, Guerra S. Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems. IEEE Transactions on Automatic Control 2003; 47(8): 1351-1356.
    • (2003) IEEE Transactions on Automatic Control , vol.47 , Issue.8 , pp. 1351-1356
    • Costa, O.L.V.1    Guerra, S.2
  • 29
    • 0001666068 scopus 로고
    • Optimal recursive estimation with uncertain observations
    • Nahi NE. Optimal recursive estimation with uncertain observations. IEEE Transactions on Information Theory 1969; 15(7): 457-462.
    • (1969) IEEE Transactions on Information Theory , vol.15 , Issue.7 , pp. 457-462
    • Nahi, N.E.1
  • 30
    • 0015143874 scopus 로고
    • Optimal sequential estimation of discrete processes with markov interrupted observations
    • Jaffer AG, Gupta S. Optimal sequential estimation of discrete processes with Markov interrupted observations. IEEE Transactions on Automatic Control 1971; 16(5): 471-475.
    • (1971) IEEE Transactions on Automatic Control , vol.16 , Issue.5 , pp. 471-475
    • Jaffer, A.G.1    Gupta, S.2
  • 31
    • 9744263344 scopus 로고    scopus 로고
    • A direct algebraic approach to observer design under switching measurement equations
    • Babaali M, Egerstedt M, Kamen EW. A direct algebraic approach to observer design under switching measurement equations. IEEE Transactions on Automatic Control 2004; 49(11): 2044-2049.
    • (2004) IEEE Transactions on Automatic Control , vol.49 , Issue.11 , pp. 2044-2049
    • Babaali, M.1    Egerstedt, M.2    Kamen, E.W.3
  • 32
    • 25844513517 scopus 로고    scopus 로고
    • A CramerRao-type estimation lower bound for systems with measurement faults
    • Rapoport I, Oshman Y. A CramerRao-type estimation lower bound for systems with measurement faults. Transactions on Automatic Control 2005; 50(9): 1234-1245.
    • (2005) Transactions on Automatic Control , vol.50 , Issue.9 , pp. 1234-1245
    • Rapoport, I.1    Oshman, Y.2
  • 33
    • 0032183598 scopus 로고    scopus 로고
    • Detection and diagnosis of sensor and actuator failures using IMM estimator
    • Zhang Y, Li XR. Detection and diagnosis of sensor and actuator failures using IMM estimator. IEEE Transactions on Aerospace and Electronic Systems 1998; 34(4): 1293-1313.
    • (1998) IEEE Transactions on Aerospace and Electronic Systems , vol.34 , Issue.4 , pp. 1293-1313
    • Zhang, Y.1    Li, X.R.2
  • 34
    • 0029346516 scopus 로고
    • Optimal quadratic filtering of linear discrete-time non-Gaussian systems
    • De Santis A, Germani A, Raimondi M. Optimal quadratic filtering of linear discrete-time non-Gaussian systems. IEEE Transactions on Automatic Control 1995; 40(7): 1274-1278.
    • (1995) IEEE Transactions on Automatic Control , vol.40 , Issue.7 , pp. 1274-1278
    • De Santis, A.1    Germani, A.2    Raimondi, M.3
  • 36
    • 0031198961 scopus 로고    scopus 로고
    • Polynomial filtering of discrete-time stochastic linear systems with multiplicative state noise
    • Carravetta F, Germani A, Raimondi M. Polynomial filtering of discrete-time stochastic linear systems with multiplicative state noise. IEEE Transactions on Automatic Control 1997; 42(8): 1106-1126.
    • (1997) IEEE Transactions on Automatic Control , vol.42 , Issue.8 , pp. 1106-1126
    • Carravetta, F.1    Germani, A.2    Raimondi, M.3
  • 42
    • 0029253913 scopus 로고
    • Per-survivor processing: A general approach to MLSE in uncertain environment
    • 3
    • Raheli R, Polydoros A, Tzou CK. Per-survivor processing: A general approach to MLSE in uncertain environment. IEEE Transactions on Communications 1995; 43(2/3/4): 354-364.
    • (1995) IEEE Transactions on Communications , vol.43 , Issue.2-4 , pp. 354-364
    • Raheli, R.1    Polydoros, A.2    Tzou, C.K.3
  • 45
    • 0032048118 scopus 로고    scopus 로고
    • Combined channel estimation and data detection using soft statistics for frequency-selective fast-fading digital links
    • Baccarelli E, Cusani R. Combined channel estimation and data detection using soft statistics for frequency-selective fast-fading digital links. IEEE Transactions on Communications 1998; 46(4): 424-427.
    • (1998) IEEE Transactions on Communications , vol.46 , Issue.4 , pp. 424-427
    • Baccarelli, E.1    Cusani, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.