Stationary Riccati equation for linear minimum mean square error estimator of Markovian jump systems

Proceedings of the IEEE Conference on Decision and Control

Volumn 2, Issue , 2000, Pages 1177-1182

  Costa, O L V ^a   Jimenez S G ^a  

^a UNIVERSITY OF SÃO PAULO   (Brazil)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL SYSTEM SYNTHESIS; CONVERGENCE OF NUMERICAL METHODS; ERROR ANALYSIS; KALMAN FILTERING; MARKOV PROCESSES; MATHEMATICAL MODELS; MATRIX ALGEBRA; OPTIMAL CONTROL SYSTEMS; PARAMETER ESTIMATION; RICCATI EQUATIONS; SYSTEM STABILITY; THEOREM PROVING;

ERROR COVARIANCE MATRIX; LINEAR MINIMUM MEAN SQUARE ERROR ESTIMATOR; MARKOV CHAIN; MARKOVIAN JUMP SYSTEMS; MEAN SQUARE STABILITY; TIME INVARIANT STABLE SUBOPTIMAL FILTER;

LINEAR CONTROL SYSTEMS;

EID: 0034439923     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (12)

1. On the state estimation in switiching environments
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4. Linear system theory
5. State estimation for discrete systems with switching parameters
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7. Stability results for discrete-time linear systems with markovian jumping parameters
8. Linear recursive state estimators under uncertain observations
9. Optimal recursive estimation with uncertain observation
10. Adaptive estimation and identification for discrete systems with markov jump parameters
11. Detection and estimation for abruptly changing systems