2012
DOI: 10.4310/cis.2012.v12.n1.a2
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State and event estimation for regime-switching systems under irregular and random sampling schemes

Abstract: 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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