Optimal State Estimation for Discrete-Time Markov Jump Systems with Missing Observations

This paper is concerned with the optimal linear estimation for a class of direct-time Markov jump systems with missing observations. An observer-based approach of fault detection and isolation (FDI) is investigated as a detection mechanic of fault case. For systems with known information, a conditio...

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Bibliographic Details
Main Authors: Qing Sun, Shunyi Zhao, Yanyan Yin
Format: Article
Language:English
Published: Hindawi Limited 2014-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2014/568252