Robust State Estimation for Jump Markov Linear Systems with Autonomous Mode Transitions

摘要：

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.

关键词： Jump Markov Linear System Autonomous Mode Transition Interacting Multiple Model H∞ Filtering

作者: LI Wenling JIA Yingmin MENG Deyuan

作者单位: The Seventh Research Division and the Department of Systems and Control, Beihang University (BUAA), The Seventh Research Division and the Department of Systems and Control, Beihang University (BUAA),

会议类型: 国际会议

会议名称: The 29th Chinese Control Conference(第二十九届中国控制会议)

会议地点: 北京

会议语种:英文

页码: 1-6

在线出版日期: 2010-07-29（万方平台首次上网日期，不代表论文的发表时间）