Filtering for Discrete-Time Markovian Jump Linear Systems in Data Fusion Scenario

Gildson Queiroz de Jesus¹; Bruno Martins Calazans Silva¹

¹ Universidade Estadual de Santa Cruz

Resumo

This paper considers the problem of recursive filtering for discrete-time markovian jump linear systems subject to unobserved chain state in data fusion scenario. The estimator presented here, enable that this kind of systems operate with more than one measurement equation. Numerical examples are presented to verify the effectiveness of the proposed algorithm.