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This paper considers practical issues on the computation of Hinfin information filters for descriptor systems. Fast array algorithms are developed to improve the computational advantages of recursive filters found in the literature. The known advantages of this kind of algorithm, that was originally developed for standard nominal state-space systems, remain valid when it is applied to descriptor systems...
This paper addresses computational issues of linear minimum mean square error estimators for discrete-time Markovian jump linear systems. It is developed an array algorithm for increasing the advantages of a recursive filter found in the literature. The known advantages of this kind of algorithm, that was originally developed for normal state-space systems, remain valid when it is applied to linear...
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