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This note develops an array algorithm for optimal filtering of discrete-time Markovian jump linear systems (DTMJLSs). The known advantages of this kind of algorithm, which was originally developed for normal state-space systems, remain valid when it is applied to linear systems subject to Markovian jumps. It is numerically more stable in the sense that it presents better conditioning and reduced dynamical range. A numerical example, based on fixed-point implementations, is presented in order to demonstrate the advantage of this algorithm. Index Terms--Array algorithm, discrete time, filtering, linear systems, Markovian jump.

This note is concerned with the problem of state estimation for descriptor systems subject to uncertainties. A Kalman type recursive algorithm is derived. Numerical examples are included to demonstrate the performance of the proposed robust filter. Index Terms--Descriptor systems, discrete-time filters, robust estimation, robust filtering, robustness.