Communications in Information and Systems
Volume 12 (2012)
State and event estimation for regime-switching systems under irregular and random sampling schemes
Pages: 15 – 40
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.