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      KCI등재 SCIE SCOPUS

      Optimal Estimation for Continuous-Time Markovian Jump Linear Systems with Delayed Measurements

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      https://www.riss.kr/link?id=A104904583

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      다국어 초록 (Multilingual Abstract)

      This paper is to investigate the linear minimum mean square error estimation for continuous-time Markovian jump linear systems with delayed measurements. The key technique applied for treating the measurement delay is the reorganization innovation analysis, by which the state estimation with delayed measurements is transformed into a standard linear mean square filter of an associated delay-free system. The optimal filter is derived based on the innovation analysis method together with geometric arguments in Hilbert space. An analytical solution to the filter is obtained in terms of two Riccati differential equations, and hence is very simple in computation. Computer simulations are carried out to evaluate the performance of the proposed algorithms. The problem of tracking a maneuvering target is addressed.
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      This paper is to investigate the linear minimum mean square error estimation for continuous-time Markovian jump linear systems with delayed measurements. The key technique applied for treating the measurement delay is the reorganization innovation ana...

      This paper is to investigate the linear minimum mean square error estimation for continuous-time Markovian jump linear systems with delayed measurements. The key technique applied for treating the measurement delay is the reorganization innovation analysis, by which the state estimation with delayed measurements is transformed into a standard linear mean square filter of an associated delay-free system. The optimal filter is derived based on the innovation analysis method together with geometric arguments in Hilbert space. An analytical solution to the filter is obtained in terms of two Riccati differential equations, and hence is very simple in computation. Computer simulations are carried out to evaluate the performance of the proposed algorithms. The problem of tracking a maneuvering target is addressed.

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      참고문헌 (Reference)

      1 A. Doucet, "Stochastic sampling algorithms for state estimation of jump Markov linear systems" 45 (45): 188-202, 2000

      2 O. L. V. Costa, "Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems" 47 (47): 1351-1356, 2002

      3 M. D. Fragoso, "Stationary filter for continuous-time Markovian jump linear systems" 44 (44): 801-815, 2005

      4 P. Shi, "Robust filtering for jumping systems with modedependent delays" 86 (86): 140-152, 2006

      5 Z. Wang, "Robust filtering for discrete-time Markovian jump delay systems" 11 (11): 659-662, 2004

      6 M. S. Mahmoud, "Robust Kalman filtering for discrete-time Markovian jump systems with parameter uncertainty" 169 (169): 53-69, 2004

      7 M. S. Mahmoud, "Robust Kalman filtering for continuous time-lag systems with Markovian jump parameters" 50 (50): 98-105, 2003

      8 S. Xu, "Robust H ∞ filtering for uncertain Markovian jump systems with modedependent time delays" 48 (48): 900-907, 2003

      9 C. E. de Souza, "Robust H ∞ filtering for uncertain Markovian jump linear systems" 12 (12): 435-446, 2002

      10 E. K. Boukas, "Robust H ∞ filtering for polytopic uncertain time-delay systems with Markov jumps" 28 (28): 171-193, 2002

      1 A. Doucet, "Stochastic sampling algorithms for state estimation of jump Markov linear systems" 45 (45): 188-202, 2000

      2 O. L. V. Costa, "Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems" 47 (47): 1351-1356, 2002

      3 M. D. Fragoso, "Stationary filter for continuous-time Markovian jump linear systems" 44 (44): 801-815, 2005

      4 P. Shi, "Robust filtering for jumping systems with modedependent delays" 86 (86): 140-152, 2006

      5 Z. Wang, "Robust filtering for discrete-time Markovian jump delay systems" 11 (11): 659-662, 2004

      6 M. S. Mahmoud, "Robust Kalman filtering for discrete-time Markovian jump systems with parameter uncertainty" 169 (169): 53-69, 2004

      7 M. S. Mahmoud, "Robust Kalman filtering for continuous time-lag systems with Markovian jump parameters" 50 (50): 98-105, 2003

      8 S. Xu, "Robust H ∞ filtering for uncertain Markovian jump systems with modedependent time delays" 48 (48): 900-907, 2003

      9 C. E. de Souza, "Robust H ∞ filtering for uncertain Markovian jump linear systems" 12 (12): 435-446, 2002

      10 E. K. Boukas, "Robust H ∞ filtering for polytopic uncertain time-delay systems with Markov jumps" 28 (28): 171-193, 2002

      11 U. Orguner, "Risk-sensitive filtering for jump Markov linear systems" 44 (44): 190-118, 2008

      12 M. D. Fragoso, "Optimal linear mean square filter for continuous-time jump linear systems" 50 (50): 1364-1369, 2005

      13 M. Basin, "Optimal linear filtering over observations with multiple delays" 14 (14): 685-696, 2004

      14 M. Basin, "Optimal filtering for linear systems with state and observation delays" 15 : 859-871, 2005

      15 H. Zhang, "Optimal estimation for continuous-time systems with delayed measurements" 51 (51): 823-827, 2006

      16 B. D. O. Anderson, "Optimal Filtering" Prentice-Hall 1979

      17 V. P. Jilkov, "Online Bayesian estimation of transition probabilities for Markovian jump systems" 52 (52): 1620-1630, 2004

      18 V. Gupta, "On a stochastic sensor selection algorithm with applications in sensor scheduling and sensor coverage" 42 (42): 251-260, 2006

      19 W. S. Gray, "Modeling electromagnetic disturbances in closed-loop computer controlled flight systems" 359-364, 1998

      20 O.L.V.Costa, "Linear minimum mean square error estimation for discrete-time Markovian jump linear systems" 39 (39): 1685-1689, 1994

      21 M. H. A. Davis, "Linear Estimation and Stochastic Control" Chapman and Hall 1977

      22 T. Kailath, "Linear Estimation" Prentice-Hall 1999

      23 M. Mariton, "Jump Linear Systems in Automatic Control" Marcel Dekker 1990

      24 Y. Dong, "H ∞ filtering for a class of stochastic Markovian jump systems with impulsive effects" 18 (18): 1-13, 2008

      25 C. E. de Souza, "H ∞ filtering for Markovian jump linear systems" 33 (33): 905-915, 2002

      26 A. Logothetis, "Expectation maximization algorithms for MAP estimation of jump Markov linear systems" 47 (47): 2139-2156, 1999

      27 Y. Bar-Shalom, "Estimation with Applications to Tracking and Navigation: Theory Algorithms and Software" Wiley 2001

      28 O. L. V. Costa, "Discrete Time Markov Jump Linear Systems" Springer-Verlag 2005

      29 S. Xu, "Delay-dependent H ∞ control and filtering for uncertain Markovian jump systems with time-varying delays" 54 (54): 2070-2077, 2007

      30 H. Zhang, "A reorganized innovation approach to linear estimation" 49 (49): 1810-1814, 2004

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      연월일 이력구분 이력상세 등재구분
      2023 평가예정 해외DB학술지평가 신청대상 (해외등재 학술지 평가)
      2020-01-01 평가 등재학술지 유지 (해외등재 학술지 평가) KCI등재
      2010-01-01 평가 등재학술지 유지 (등재유지) KCI등재
      2009-12-29 학회명변경 한글명 : 제어ㆍ로봇ㆍ시스템학회 -> 제어·로봇·시스템학회 KCI등재
      2008-01-01 평가 등재학술지 유지 (등재유지) KCI등재
      2007-10-29 학회명변경 한글명 : 제어ㆍ자동화ㆍ시스템공학회 -> 제어ㆍ로봇ㆍ시스템학회
      영문명 : The Institute Of Control, Automation, And Systems Engineers, Korea -> Institute of Control, Robotics and Systems
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      2005-01-01 평가 등재학술지 선정 (등재후보2차) KCI등재
      2004-01-01 평가 등재후보 1차 PASS (등재후보1차) KCI등재후보
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      학술지 인용정보
      기준연도 WOS-KCI 통합IF(2년) KCIF(2년) KCIF(3년)
      2016 1.35 0.6 1.07
      KCIF(4년) KCIF(5년) 중심성지수(3년) 즉시성지수
      0.88 0.73 0.388 0.04
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