Fast array algorithm for filtering of Markovian jump linear systems

DOI10.1002/ACS.1276zbMath1263.93222OpenAlexW1941226495MaRDI QIDQ4908484

Marco H. Terra, Gildson Jesus, João Yoshiyuki Ishihara

Publication date: 6 March 2013

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.1276

zbMATH Keywords

filteringfast array algorithmMarkovian systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05)

Cites Work

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• Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
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• Efficient particle filtering for jump markov systems. Application to time-varying autoregressions

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