Abstract:
This paper develops information filter and array algorithms for the linear minimum mean square error estimator (LMMSE) for discrete-time Markovian jump linear systems (MJ...Show MoreMetadata
Abstract:
This paper develops information filter and array algorithms for the linear minimum mean square error estimator (LMMSE) for discrete-time Markovian jump linear systems (MJLSs). A numerical example to show the advantage of the array algorithm in fix-point implementations is presented in order to demonstrate the advantage of this approach.
Published in: 2007 American Control Conference
Date of Conference: 09-13 July 2007
Date Added to IEEE Xplore: 30 July 2007
ISBN Information: