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Browse Journals & Magazines > Automatic Control, IEEE Trans ...> Volume:54 Issue:1 Help

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

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3 Author(s)
Terra, M.H. ; Dept. of Electr. Eng., Univ. of Sao Paulo at Sao Carlos, Sao Carlos ; Ishihara, J.Y. ; Jesus, G.

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.

Published in:
Automatic Control, IEEE Transactions on  (Volume:54 ,  Issue: 1 )

Date of Publication: Jan. 2009

Page(s):
158 - 162
ISSN :
0018-9286
INSPEC Accession Number:
10399794
Digital Object Identifier :
10.1109/TAC.2008.2007181
Product Type:
Journals & Magazines
Date of Current Version :
13 January 2009
Issue Date :
Jan. 2009
Sponsored by :
IEEE Control Systems Society

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