Information filtering and array algorithms for discrete-time Markovian jump linear systems | IEEE Conference Publication | IEEE Xplore

Information filtering and array algorithms for discrete-time Markovian jump linear systems


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 More

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.
Date of Conference: 09-13 July 2007
Date Added to IEEE Xplore: 30 July 2007
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Conference Location: New York, NY, USA

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