Fast array algorithm for filtering of Markovian jump linear systems

DOI10.1002/ACS.1276zbMATH Open1263.93222OpenAlexW1941226495MaRDI QIDQ4908484FDOQ4908484

Authors: Marco H. Terra, Gildson Jesus, João Y. 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

Recommendations

• Information filtering and array algorithms for discrete-time Markovian jump linear systems subject to parametric uncertainties
• Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises
• Array algorithms for H/sup ∞/ estimation
• FIR filtering for discrete-time Markov jump linear systems
• Stochastic sampling algorithms for state estimation of jump Markov linear systems

zbMATH Keywords

filteringfast array algorithmMarkovian systems

Mathematics Subject Classification ID

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

Cites Work

• Stability results for discrete-time linear systems with Markovian jumping parameters
• Robust linear filtering for discrete-time hybrid Markov linear systems
• Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
• Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• Title not available (Why is that?)
• Information Filtering and Array Algorithms for Discrete-Time Markovian Jump Linear Systems
• Efficient particle filtering for jump markov systems. Application to time-varying autoregressions
• Weak detectability and the linear-quadratic control problem of discrete-time Markov jump linear systems
• Optimal control for continuous-time linear quadratic problems with infinite Markov jump parameters
• Array Algorithm for Filtering of Discrete-Time Markovian Jump Linear Systems
• Recursive algorithms for estimation of hidden Markov models and autoregressive models with Markov regime

Cited In (1)

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

This page was built for publication: Fast array algorithm for filtering of Markovian jump linear systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4908484)