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
相关论文
共 50 条
  • [31] A Detector-Based Approach for the Constrained Quadratic Control of Discrete-Time Markovian Jump Linear Systems
    Zabala, Yeison Andres
    Costa, Oswaldo Luiz, V
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 65 (03) : 1211 - 1217
  • [32] H_ index for discrete-time stochastic systems with Markovian jump and multiplicative noise
    Li, Yan
    Zhang, Weihai
    Liu, Xi-Kui
    AUTOMATICA, 2018, 90 : 286 - 293
  • [33] Robust H∞ filtering of discrete-time nonhomogeneous Markovian jump systems with dual-layer operation modes
    Kim, Sung Hyun
    JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 2019, 356 (01): : 697 - 717
  • [34] H∞ Filtering for a Class of Discrete-time Markovian Jump Systems with Partially Unknown Transition Probabilities and Missing Measurements
    Liu, Yunyun
    Lin, Jinxing
    2017 32ND YOUTH ACADEMIC ANNUAL CONFERENCE OF CHINESE ASSOCIATION OF AUTOMATION (YAC), 2017, : 576 - 581
  • [35] Network-based event-triggered H∞ filtering for discrete-time singular Markovian jump systems
    Xu, Qiyi
    Zhang, Yijun
    Zhang, Baoyong
    SIGNAL PROCESSING, 2018, 145 : 106 - 115
  • [36] Kalman filtering for general discrete-time linear systems
    Nikoukhah, R
    Campbell, SL
    Delebecque, F
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1999, 44 (10) : 1829 - 1839
  • [37] Finite-time asynchronous control for positive discrete-time Markovian jump systems
    Shang, Hui
    Qi, Wenhai
    Zong, Guangdeng
    IET CONTROL THEORY AND APPLICATIONS, 2019, 13 (07) : 935 - 942
  • [38] Stabilization of discrete-time singular Markovian jump repeated vector nonlinear systems
    Wang, Guoliang
    Zhang, Qingling
    Yang, Chunyu
    INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 2016, 26 (08) : 1777 - 1793
  • [39] Filtering for discrete-time Markov jump systems with network transmitted mode
    Goncalves, Alim P. C.
    Fioravanti, Andre R.
    Geromel, Jose C.
    49TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2010, : 924 - 929
  • [40] Fast Array Algorithms for H∞ Information Estimation of Rectangular Discrete-time Descriptor Systems
    Terra, Marco H.
    Ishihara, Joao Y.
    Jesus, Gildson
    2009 IEEE CONTROL APPLICATIONS CCA & INTELLIGENT CONTROL (ISIC), VOLS 1-3, 2009, : 637 - +
12345