Open AccessFAST ARRAY ALGORITHMS FOR FILTERING OF MARKOVIAN JUMP LINEAR SYSTEMS WITH STRUCTURED TIME-VARIANT PARAMETERS
Author(s) -
Gildson Queiroz de Jesus,
Guilherme Peixoto Andrade
Publication year - 2021
Publication title -
revista mundi engenharia, tecnologia e gestão
Language(s) - English
Resource type - Journals
ISSN - 2525-4782
DOI - 10.21575/25254782rmetg2021vol6n41626
Subject(s) - algorithm , jump , estimator , computer science , filter (signal processing) , markov process , linear system , class (philosophy) , mathematics , artificial intelligence , statistics , mathematical analysis , physics , quantum mechanics , computer vision
In this paper were developed fast array algorithms for the linear minimum mean square error estimator for a class of Markovian jump linear systems with structured time-variant parameters. The fast array algorithms for systems with structured time-variant parameters arises as an alternative to calculate this type algorithm for some variation in the time of the parameters. Numerical example to show the advantage of using fast array algorithm to filter this class of systems are provided.