Title :
Information filtering and array algorithms for discrete-time Markovian jump linear systems subject to parameter uncertainties
Author :
Jesus, G. ; Ishihara, J.Y. ; Terra, M.H.
Author_Institution :
Dept. of Electr. Eng., Univ. of Sao Paulo at Sao Carlos, São Carlos, Brazil
fDate :
June 30 2010-July 2 2010
Abstract :
This paper deals with computational issues of robust filtering for discrete-time Markovian jump linear systems. We develop information filter and array algorithms to estimate this kind of system. We present numerical examples to demonstrate the advantages of the approaches we are proposing.
Keywords :
Markov processes; discrete time systems; information filtering; robust control; uncertain systems; array algorithms; discrete-time Markovian jump linear systems; information filtering; parameter uncertainties; Control systems; Covariance matrix; Filtering algorithms; Information filtering; Information filters; Linear systems; Nonlinear filters; Riccati equations; Robustness; Uncertain systems; Markovian jump; Robust estimation; array algorithms information filter; discrete-time;
Conference_Titel :
American Control Conference (ACC), 2010
Conference_Location :
Baltimore, MD
Print_ISBN :
978-1-4244-7426-4
DOI :
10.1109/ACC.2010.5531084
