“…The most common problem of MJLSs is the state estimation according to the measurements. This problem originates from inevitable variables in the states of MJLSs in the target tracking (Geng et al, 2017;Liu et al, 2016), signal processing (Gao, et al, 2018;Shen et al, 2017), fault detection (Dong et al, 2018;Habibi et al, 2017;Wang, et al, 2015), and so on (Luan et al, 2013;Luan et al, 2018;Zhou et al, 2018Zhou et al, , 2019. Moreover, when non-white additive noises perturb the sensor measurements, the complexity of the estimation problem increases.…”