Information Filtering and Array Algorithms for Discrete-Time Markovian Jump Linear Systems - Terra, M.H.; Ishihara, J.Y.; Jesus, G. (IEEE transactions on automatic control, 2009)
Keywords: 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; 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