𝔖 Bobbio Scriptorium
✦   LIBER   ✦

FIR Filtering for Discrete-Time Markov Jump Linear Systems

✍ Scribed by Ji-Wei Wen; Fei Liu


Publisher
Springer
Year
2011
Tongue
English
Weight
399 KB
Volume
30
Category
Article
ISSN
0278-081X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Linear minimum mean square filter for di
✍ Oswaldo L.V. Costa; Guilherme R.A.M. Benites πŸ“‚ Article πŸ“… 2011 πŸ› Elsevier Science 🌐 English βš– 424 KB

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman t

An image-based filter for discrete-time
✍ F. Dufour; P. Bertrand πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 722 KB

## Abstrart-A discrete-time filtering problem for hybrid systems is studied in which the state process is observed in white noise and the random jump process (called the mode or the regime) is observed by a point process. The optimal state and mode estimator, when only the mode measurements arc us

On the detectability and observability o
✍ Eduardo F. Costa; JoΓ£o B.R. do Val πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 135 KB

This paper presents a new detectability concept for discrete-time Markov jump linear systems with ΓΏnite Markov state, which generalizes the MS-detectability concept found in the literature. The new sense of detectability can similarly assure that the solution of the coupled algebraic Riccati equatio

Full InformationH∞-Control for Discrete-
✍ O.L.V. Costa; J.B.R. do Val πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 316 KB

In this paper we consider the full information discrete-time H -control problem Ο± for the class of linear systems with Markovian jumping parameters. The state-space of the Markov chain is assumed to take values in a countably infinite set. Full information here means that the controller has access t