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

DOI10.1109/TAC.2008.2007181zbMath1367.94104OpenAlexW2129819575MaRDI QIDQ4974444

Marco H. Terra, Gildson Jesus, João Yoshiyuki Ishihara

Publication date: 8 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2008.2007181

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cubature \(H_\infty\) information filter and its extensions ⋮ Adaptive event-triggering distributed filter of positive Markovian jump systems based on disturbance observer ⋮ Positive \(l_1\)-gain asynchronous filter design of positive Markov jump systems ⋮ A review on analysis and synthesis of nonlinear stochastic systems with randomly occurring incomplete information ⋮ \(H_\infty\) estimates for discrete-time Markovian jump linear systems ⋮ Fast array algorithm for filtering of Markovian jump linear systems ⋮ Information filtering and array algorithms for discrete-time Markovian jump linear systems subject to parametric uncertainties ⋮ Distributed fusion estimation with square-root array implementation for Markovian jump linear systems with random parameter matrices and cross-correlated noises ⋮ State estimation for asynchronous sensor systems with Markov jumps and multiplicative noises ⋮ Recursive linear optimal filter for Markovian jump linear systems with multi-step correlated noises and multiplicative random parameters

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