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State estimation for discrete-time Markov jump linear systems with multiplicative noises and delayed mode measurements

โœ Scribed by Liu, Wei; Hu, Guangzhen

Book ID
122271238
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
456 KB
Volume
30
Category
Article
ISSN
1051-2004

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In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman t