FIR filtering for discrete-time Markov jump linear systems

DOI10.1007/S00034-011-9291-ZMaRDI QIDQ411191zbMATH OpenOpenAlexFDO

Authors Jiwei Wen, Fei Liu

Publication date 4 April 2012

Published in Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00034-011-9291-z

zbMATH Keywords

minimum varianceMarkov jump linear systemsfinite receding horizonFIR filterunbiased condition

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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Cites work

• A generalized approach to the design of variable fractional-delay FIR digital filters
• A receding horizon Kalman FIR filter for discrete time-invariant systems
• A receding horizon unbiased FIR for discrete-time state space models
• Adaptive IIR/FIR fusion filter and its application to the INS/GPS integrated system
• Design of \(H_\infty \) filter for Markov jumping linear systems with non-accessible mode information
• Kalman filtering for continuous-time uncertain systems with Markovian jumping parameters
• Mode-dependent \(H_\infty\) filtering for discrete-time Markovian jump linear systems with partly unknown transition probabilities
• Partially mode-dependent \(H_{\infty }\) filtering for discrete-time Markovian jump systems with partly unknown transition probabilities
• Robust Kalman filtering for discrete-time Markovian jump systems with parameter uncertainty
• Robust filtering for jumping systems with mode-dependent delays
• Robust ℋ∞ constant gain feedback stabilization of stochastic systems

Cited in

(8)

• Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
• Linear Minimum Mean Square Filters for Markov Jump Linear Systems
• FIR stabilization in discrete one-sided model-matching problems
• FIR filters and recursive forms for discrete-time state-space models
• Information Filtering and Array Algorithms for Discrete-Time Markovian Jump Linear Systems
• Filtering of discrete-time Markov jump linear systems with uncertain transition probabilities
• Fast array algorithm for filtering of Markovian jump linear systems
• scientific article; zbMATH DE number 6481533 (Why is no real title available?)

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