Information Filtering and Array Algorithms for Discrete-Time Markovian Jump Linear Systems
This technical note develops information filter and array algorithms for a linear minimum mean square error estimator of discrete-time Markovian jump linear systems. A numerical example for a two-mode Markovian jump linear system, to show the advantage of using array algorithms to filter this class...
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| Published in | IEEE transactions on automatic control Vol. 54; no. 1; pp. 158 - 162 |
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| Main Authors | , , |
| Format | Journal Article |
| Language | English |
| Published |
New York, NY
IEEE
01.01.2009
Institute of Electrical and Electronics Engineers The Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Subjects | |
| Online Access | Get full text |
| ISSN | 0018-9286 1558-2523 |
| DOI | 10.1109/TAC.2008.2007181 |
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| Abstract | This technical note develops information filter and array algorithms for a linear minimum mean square error estimator of discrete-time Markovian jump linear systems. A numerical example for a two-mode Markovian jump linear system, to show the advantage of using array algorithms to filter this class of systems, is provided. |
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| AbstractList | This technical note develops information filter and array algorithms for a linear minimum mean square error estimator of discrete-time Markovian jump linear systems. A numerical example for a two-mode Markovian jump linear system, to show the advantage of using array algorithms to filter this class of systems, is provided. |
| Author | Jesus, G. Ishihara, J.Y. Terra, M.H. |
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| Cites_doi | 10.1145/984622.984659 10.1109/9.310052 10.1109/TAC.1983.1103151 10.1109/18.979322 10.1109/9.57016 10.1109/TSP.2003.810284 10.1109/TAC.1986.1104128 10.1109/CDC.1997.657793 10.1109/78.923304 10.1109/TSP.2006.885747 10.1137/S0363012900367485 10.1109/TAC.1977.1101599 10.1109/9.478328 10.1109/TAC.1971.1099816 10.1109/TAC.2002.800745 10.1109/9.847105 10.1109/CDC.1991.261860 10.1080/002071702000023717 10.1109/TAC.2007.900833 |
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| Keywords | Markov process Markovian system information filter Linear time linear systems Mean square error Technical information Array algorithm Filter Observer Discrete time Jump process discrete-time System identification Jumping Markovian jump |
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| SubjectTerms | Algorithms Applied sciences Array algorithm Arrays Automatic control Computer science; control theory; systems Control systems Control theory. Systems Covariance matrix discrete-time Errors Estimators Exact sciences and technology Filtering Filtering algorithms Filtration information filter Information filtering Information filters Linear systems Markovian jump Mean square error methods Modelling and identification Nonlinear filters Riccati equations State estimation |
| Title | Information Filtering and Array Algorithms for Discrete-Time Markovian Jump Linear Systems |
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