Communications in Information and Systems

Volume 12 (2012)

Number 1

State and event estimation for regime-switching systems under irregular and random sampling schemes

Pages: 15 – 40

DOI: http://dx.doi.org/10.4310/CIS.2012.v12.n1.a2

Authors

Wei Feng (College of Information Science and Engineering, Shandong Agricultural University, China)

Leyi Wang (Department of Electrical and Computer Engineering, Wayne State University, Detroit, Mich., U.S.A.)

Abstract

Estimation of states and events in randomly switching systems is studied under irregular and random sampling schemes. Probabilistic characterization of observability is presented under various sampling schemes and regime-switching processes. The characterization is derived on the basis of our recent results on sampling complexity for system observability. Observer design and algorithms are developed.

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