Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems

IEEE Transactions on Automatic Control

Volumn 47, Issue 8, 2002, Pages 1351-1356

  Costa, Oswaldo L V ^a   Guerra, S ^a  

^a UNIVERSITY OF SÃO PAULO   (Brazil)

Author keywords

Jump systems; Kalman filter; Markov parameters; Riccati equation

Indexed keywords

DISCRETE TIME CONTROL SYSTEMS; ERROR ANALYSIS; KALMAN FILTERING; MARKOV PROCESSES; MATRIX ALGEBRA; RICCATI EQUATIONS; SYSTEM STABILITY;

LINEAR MINIMUM MEAN SQUARE ERROR (LMMSE) ESTIMATORS; MARKOVIAN JUMP LINEAR SYSTEMS (MJLS);

LINEAR CONTROL SYSTEMS;

EID: 0036687285     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2002.800745     Document Type: Article

References (15)

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