Array Algorithm for Filtering of Discrete-Time Markovian Jump Linear Systems

DOI10.1109/TAC.2007.900833MaRDI QIDQ5282183zbMATH OpenFDO

Authors Marco H. Terra, Antonio P. Junior, João Y. Ishihara

Publication date 27 July 2017

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

Mathematics Subject Classification ID

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

Cited in

(7)

• Minimum upper-bound filter of Markovian jump linear systems with generalized unknown disturbances
• State estimation for asynchronous sensor systems with Markov jumps and multiplicative noises
• Fast array algorithm for filtering of Markovian jump linear systems
• Information Filtering and Array Algorithms for Discrete-Time Markovian Jump Linear Systems
• Optimal robust filtering for systems subject to uncertainties
• Distributed fusion estimation with square-root array implementation for Markovian jump linear systems with random parameter matrices and cross-correlated noises
• Recursive linear optimal filter for Markovian jump linear systems with multi-step correlated noises and multiplicative random parameters

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