Array Algorithm for Filtering of Discrete-Time Markovian Jump Linear Systems

DOI10.1109/TAC.2007.900833zbMath1366.93662MaRDI QIDQ5282183

Antonio P. Junior, Marco H. Terra, João Yoshiyuki Ishihara

Publication date: 27 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55)

Related Items (6)

Minimum upper-bound filter of Markovian jump linear systems with generalized unknown disturbances ⋮ Fast array algorithm for filtering of Markovian jump linear systems ⋮ Distributed fusion estimation with square-root array implementation for Markovian jump linear systems with random parameter matrices and cross-correlated noises ⋮ State estimation for asynchronous sensor systems with Markov jumps and multiplicative noises ⋮ Optimal robust filtering for systems subject to uncertainties ⋮ Recursive linear optimal filter for Markovian jump linear systems with multi-step correlated noises and multiplicative random parameters

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