Distributed fusion estimation with square-root array implementation for Markovian jump linear systems with random parameter matrices and cross-correlated noises

DOI10.1016/j.ins.2016.08.020zbMath1429.93360OpenAlexW2486187600MaRDI QIDQ2282139

Yuemei Qin, Yan Liang, Feng Yang, Yanbo Yang, Quan Pan

Publication date: 6 January 2020

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2016.08.020

zbMATH Keywords

Markovian jump systemsdistributed fusion estimationrandom parameter matricescross-correlated noiseslinear minimum mean square error estimatorsquare-root array implementation

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Networked control (93B70) Jump processes on general state spaces (60J76)

Related Items (7)

Optimal recursive estimation for networked stochastic uncertain systems with fading measurements and time-correlated channel noises ⋮ Extended dissipativity asynchronous static output feedback control of Markov jump systems ⋮ Finite‐time distributed block‐decomposed information filter for nonlinear systems with colored measurement noise ⋮ Quadratic estimation for stochastic systems in the presence of random parameter matrices, time-correlated additive noise and deception attacks ⋮ Distributed fusion filtering for uncertain systems with coupled noises, random delays and packet loss prediction compensation ⋮ Fault detection of discrete-time delay Markovian jump systems with delay term modes partially available ⋮ Recursive linear optimal filter for Markovian jump linear systems with multi-step correlated noises and multiplicative random parameters

Uses Software

• AS 6

Cites Work

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