Array algorithm for filtering of discrete-time Markovian jump linear systems

被引：14
|
作者：
Terra, Marco H.
Ishihara, Joao Y.
Junior, Antonio P.
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 | 2007年 / 52卷 / 07期
关键词：
array algorithm; discrete time; filtering; linear systems; Markovian jump;
D O I：
10.1109/TAC.2007.900833
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 note develops an array algorithm for optimal filtering of discrete-time Markovian jump linear systems (DTMJLSs). The known advantages of this kind of algorithm, which was originally developed for normal state-space systems, remain valid when it is applied to linear systems subject to Markovian jumps. It is numerically more stable in the sense that it presents better conditioning and reduced dynamical range. A numerical example, based on fixed-point implementations, is presented in order to demonstrate the advantage of this algorithm.
引用
收藏
页码：1293 / 1296
页数：4
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