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

DOI10.1109/TAC.2007.900833zbMATH Open1366.93662MaRDI QIDQ5282183FDOQ5282183

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)

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

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