Array algorithm for filtering of discrete-time Markovian jump linear systems

被引：0
|
作者：
Terra, Marco H. [1 ]
Ishihara, Joao Y. [2 ]
Junior, Antonio P. [1 ]
机构：
[1] Univ Sao Paulo, Dept Elect Engn, CP359, BR-13566590 Sao Carlos, SP, Brazil
[2] Univ Brasilia, Dept Elect Engn, BR-70919970 Brasilia, DF, Brazil
来源：
2006 AMERICAN CONTROL CONFERENCE, VOLS 1-12 | 2006年 / 1-12卷
关键词：
array algorithm; discrete-time; filtering; linear systems; Markovian jump;
D O I：
10.1109/ACC.2006.1655486
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper addresses computational issues of linear minimum mean square error estimators for discrete-time Markovian jump linear systems. It is developed an array algorithm for increasing the advantages of a recursive filter found in the literature. The known advantages of this kind of algorithm, that was originally developed for normal state-space systems, remain valid when it is applied to linear systems subject to Markovian jumps. It is numerically more stable in sense that it presents better conditioning and reduced dynamical range. A numerical example, based on fixed-point implementations, is presented in order to demonstrate the advantage of this algorithm.
引用
收藏
页码：982 / +
页数：3
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