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Robust state estimation for jump Markov linear systems with autonomous mode transitions

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

This paper addresses the robust state estimation problem for a class of jump Markov linear systems (JMLSs) with autonomous mode transitions. By describing the behavior of the autonomous mode transitions as Gaussian forms, we propose a novel robust state estimation algorithm by applying the basic interacting multiple model (IMM) approach and the H estimation technique. Moreover, as the performance of the H estimation depends on a group of weighting parameters, we present a way to tune them recursively. Simulation results show that the proposed algorithm tends to be more effective than the Kalman filtering counterpart when the noise statistics are not known exactly.

Original languageEnglish
Title of host publicationProceedings of the 29th Chinese Control Conference, CCC'10
Pages1464-1469
Number of pages6
StatePublished - 2010
Event29th Chinese Control Conference, CCC'10 - Beijing, China
Duration: 29 Jul 201031 Jul 2010

Publication series

NameProceedings of the 29th Chinese Control Conference, CCC'10

Conference

Conference29th Chinese Control Conference, CCC'10
Country/TerritoryChina
CityBeijing
Period29/07/1031/07/10

Keywords

  • Autonomous mode transition
  • H filtering
  • Interacting multiple model
  • Jump Markov linear system

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