Optimal Filtering Problem For Markov Jump Linear Systems With Delays

In the recent years, time-delay systems have a series of important results. It has been developed rapidly. The design of optimal ?lter of Markov jumper linear systems with time-delay opens up a new areas. However, in order to processing with the delay jumper method of Markov linear systems someone have already build a large new sequence information, there had not been used delay idea to handle recursive Markov linear systems jumper items.This paper uses a recursive method to deal with time delays, so the jumper Markov linear systems with time delay is converted the Markov jumper system with no time delay, Then the optimal ?lter of the system with no time delay is designed, Compared with the conventional method, the method used in the paper is more straightforward. Although the process of computing seems complicated,the result is very regular, it is very easy to use.The main contents of this paper are summarized as follows :(1) The optimal ?ltr problem of linear time delay the system with Markov jumps is disscused by a refund method of changing the sytem into one with no time delay.(2) Using the optimal ?ltering problems which system does not have time-delay terms, and gives the form of the coe?cient matrix of Markov jumper systems with time-delay.(3) Using estimated values of state variables are given and useing the estimation error variance to verify the rationality of the optimal ?lter design.