• DocumentCode
    3286710
  • 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
  • fYear
    2010
  • fDate
    June 30 2010-July 2 2010
  • Firstpage
    605
  • Lastpage
    610
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference (ACC), 2010
  • Conference_Location
    Baltimore, MD
  • ISSN
    0743-1619
  • Print_ISBN
    978-1-4244-7426-4
  • Type

    conf

  • DOI
    10.1109/ACC.2010.5531084
  • Filename
    5531084