Information Filtering and Array Algorithms for Discrete-Time Markovian Jump Linear Systems


Autoria(s): TERRA, Marco Henrique; ISHIHARA, Joao Yoshiyuki; JESUS, Gildson
Contribuinte(s)

UNIVERSIDADE DE SÃO PAULO

Data(s)

18/10/2012

18/10/2012

2009

Resumo

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.

Identificador

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, v.54, n.1, p.158-162, 2009

0018-9286

http://producao.usp.br/handle/BDPI/18083

10.1109/TAC.2009.2007181

http://dx.doi.org/10.1109/TAC.2009.2007181

Idioma(s)

eng

Publicador

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC

Relação

Ieee Transactions on Automatic Control

Direitos

restrictedAccess

Copyright IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC

Palavras-Chave #Array algorithm #discrete-time #information filter #linear systems #Markovian jump #QUADRATIC CONTROL #Automation & Control Systems #Engineering, Electrical & Electronic
Tipo

article

original article

publishedVersion