FixedLag Smoothing Algorithm for Markov Switching Systems

XU Yang; XU Songtao; TANG Shujuan; CHEN Wen

doi:10.3969/j.issn.1671-637x.2014.09.010

[1] HAN C ZZHU H YDUAN Z S.Multisource information fusion［M］.Beijing:Tsinghua University Press2006.

[2] LU XWANG W.Kalman filtering in linear system with time delay［J］.Science in China Series E:Information Sciences200636(4):437-448.

[3] XU L JZHANG T PYI Y.Robust dissipative control for uncertain stochastic systems with Markovian switching and timevarying delay［J］.Journal of Southeast University:Natural Science Edition201040(sⅠ):198-205.

[4] SUN M HZOU YXU S Y.Robust H∞ control for Markov jump linear systems［J］.Control and Decision200520(12):1370-1373,1378.

[5] BLOM H A PBARSHALOM Y.The interacting multiple model algorithm for systems with Markovian switching coefficients［J］.IEEE Transactions on Automatic Control 198833(8):780-783.

[6] HELMICK R EBLAIR W DHOFFMAN S A.Onestep fixedlag smoothers for Markovian switching systems［J］.IEEE Transactions on Automatic Control 199641(7):1051-1056.

[7] NARENDRA K SBALAKRISHNAN J.Adaptive control using multiple models［J］.IEEE Transactions on Automatic Control199742(2):171-187.

[8] BARSHALOM YLI X R.Estimation and tracking principlestechniques and software［M］.NorwoodMA:Artech House1993.