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
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