Title :
Information filtering and array algorithms for discrete-time Markovian jump linear systems
Author :
Terra, Marco H. ; Ishihara, João Y. ; Jesus, Gildson
Author_Institution :
Univ. of Sao Paulo at Sao Carlos, Sao Carlos
Abstract :
This paper develops information filter and array algorithms for the linear minimum mean square error estimator (LMMSE) for discrete-time Markovian jump linear systems (MJLSs). A numerical example to show the advantage of the array algorithm in fix-point implementations is presented in order to demonstrate the advantage of this approach.
Keywords :
Markov processes; discrete time systems; information filters; linear systems; mean square error methods; array algorithms; discrete-time Markovian jump linear systems; information filter; linear minimum mean square error estimator; Cities and towns; Control systems; Covariance matrix; Filtering algorithms; Information filtering; Information filters; Linear systems; Mean square error methods; Nonlinear filters; State estimation; Information filter; Markovian jump; array algorithm; discrete-time; linear systems;
Conference_Titel :
American Control Conference, 2007. ACC '07
Conference_Location :
New York, NY
Print_ISBN :
1-4244-0988-8
Electronic_ISBN :
0743-1619
DOI :
10.1109/ACC.2007.4283082
