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

被引：27

作者：

Terra, Marco Henrique ^{[1
]}

Ishihara, Joao Yoshiyuki ^{[2
]}

Jesus, Gildson ^{[1
]}

机构：

[1] Univ Sao Paulo, Dept Elect Engn, BR-13566590 Sao Carlos, SP, Brazil

[2] Univ Brasilia, Dept Elect Engn, BR-70919970 Brasilia, DF, Brazil

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2009年 / 54卷 / 01期

关键词：

Array algorithm; discrete-time; information filter; linear systems; Markovian jump;

D O I：

10.1109/TAC.2008.2007181

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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.

引用

页码：158 / 162

页数：5

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