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Robust state estimation for jump Markov linear systems with missing measurements

โœ Scribed by Li, Wenling; Jia, Yingmin; Du, Junping; Zhang, Jun


Book ID
125439093
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
573 KB
Volume
350
Category
Article
ISSN
0016-0032

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โœ Huayong Liang; Tong Zhou ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 280 KB

In this paper, results of robust estimation of Zhou (2010a) are extended to state estimation with missing measurements. A new procedure is derived which inherits the main properties of that of Zhou (2010a). In this extension, a covariance matrix used in the recursions is replaced by its estimate whi