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
收藏
页码：158 / 162
页数：5
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