Fast array algorithm for filtering of Markovian jump linear systems
From MaRDI portal
Publication:4908484
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
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Cites Work
- Unnamed Item
- Stability results for discrete-time linear systems with Markovian jumping parameters
- Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters
- Robust linear filtering for discrete-time hybrid Markov linear systems
- Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
- Recursive algorithms for estimation of hidden Markov models and autoregressive models with Markov regime
- Weak detectability and the linear-quadratic control problem of discrete-time Markov jump linear systems
- Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
- Information Filtering and Array Algorithms for Discrete-Time Markovian Jump Linear Systems
- Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
- Array Algorithm for Filtering of Discrete-Time Markovian Jump Linear Systems
- Efficient particle filtering for jump markov systems. Application to time-varying autoregressions
This page was built for publication: Fast array algorithm for filtering of Markovian jump linear systems
