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Control and filtering of Markovian jumping parameters stochastic systems

Grant number: 03/06736-7
Support type:Research Projects - Thematic Grants
Duration: May 01, 2004 - February 28, 2009
Field of knowledge:Engineering - Electrical Engineering - Industrial Electronics, Electronic Systems and Controls
Principal Investigator:João Bosco Ribeiro do Val
Grantee:João Bosco Ribeiro do Val
Home Institution: Faculdade de Engenharia Elétrica e de Computação (FEEC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
Co-Principal Investigators:Eduardo Fontoura Costa ; Oswaldo Luiz Do Valle Costa
Associated scholarship(s):07/06293-9 - Output feedback control of Markov Jump Linear Systems, BP.MS
07/06292-2 - Filtering techniques based on Markov jump processes applied to Manuevering target tracking, BP.MS

Abstract

Main objectives the motivation for this project is to provide special infrastructure and support to interactions among well established research groups. These groups present analogous research activities and substantial research production in the proposed field. It is important to indicate the occurrence of previous scientific cooperation among the main researchers in this project. The groups reside at UNICAMP, Faculdade de Engenharia Elétrica e de Computação, at Escola Politécnica da USP, Departamento de Engenharia Elétrica and at Laboratório Nacional de Computação Científica LNCC-CNPq. The project also anticipates interactions with researches at USP-ICMC, Departamento de Computação e Estatística, and at Universidade Federal do Espírito Santo, Departamento de Engenharia Elétrica. The project comes as recognition to the synergy of combined research efforts, it is motivated by the special support needed to magnify these efforts and to strengthen the goals attained by the groups involved. Special objectives the main line of research is devoted to the study of Markovian stochastic systems with parameter jumps, seeking stability and the solution of the control and filtering problems. These systems have been receiving broad attention in the last decades regarding both, theoretical and applications aspects. There are many situations of practical interest stressing the importance of the study of dynamic systems subject to abrupt variation in their structures. Very frequently, systems are intrinsically vulnerable to failures in their components, subject to uncertain period of repairs, sudden changes in the environmental or in connections among subsystems, sudden changes of operating points in non-linear industrial plants, etc. One especially important class of stochastic systems that suits the purpose of modeling many of the situations described above are the Markovian processes subject to parameter jumps. The Markovian structure is important from the analytical viewpoint, but it also directly adequate to many interesting phenomena in Engineering, Networks, Operations Research, Biology, etc. In particular, in the System and Control area, the class of Markovian jump linear systems (MJLS) is considered very important and representative of the Hybrid Systems class. The MJLS are seen by many researchers as a viable alternative to attain Fault Tolerant behavior in Control Systems, a theme that is high relevant in the Control Theory field (within the so-called safety-critical and high-integrity systems in the specialized literature)... (AU)

Scientific publications (23)
(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)
VARGAS, ALESSANDRO N.; MONTEZUMA, MARCIO A. F.; LIU, XINGHUA; OLIVEIRA, RICARDO C. L. F. Robust stability of Markov jump linear systems through randomized evaluations. Applied Mathematics and Computation, v. 346, p. 287-294, APR 1 2019. Web of Science Citations: 1.
CARUNTU, C. F.; VELANDIA-CARDENAS, C. C.; LIU, X.; VARGAS, A. N. Model Predictive Control of Stochastic Linear Systems with Probability Constraints. INTERNATIONAL JOURNAL OF COMPUTERS COMMUNICATIONS & CONTROL, v. 13, n. 6, p. 927-937, DEC 2018. Web of Science Citations: 0.
VARGAS, ALESSANDRO N.; COSTA, EDUARDO F.; ACHO, LEONARDO; DO VAL, JOAO B. R. Switching Stochastic Nonlinear Systems With Application to an Automotive Throttle. IEEE Transactions on Automatic Control, v. 63, n. 9, p. 3098-3104, SEP 2018. Web of Science Citations: 0.
VARGAS, ALESSANDRO N.; PUJOL, GISELA; ACHO, LEONARDO. Stability of Markov jump systems with quadratic terms and its application to RLC circuits. JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, v. 354, n. 1, SI, p. 332-344, JAN 2017. Web of Science Citations: 4.
VARGAS, ALESSANDRO N.; ACHO, LEONARDO; PUJOL, GISELA; COSTA, EDUARDO F.; ISHIHARA, JOAO Y.; DO VAL, JOAO B. R. Output feedback of Markov jump linear systems with no mode observation: An automotive throttle application. INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, v. 26, n. 9, p. 1980-1993, JUN 2016. Web of Science Citations: 9.
VARGAS, ALESSANDRO N.; ACHO, LEONARDO; BONIFACIO, EDISON; ARENS, WALTER; DO VAL, JOAO B. R. Stochastic stability for a model representing the intake manifold pressure of an automotive engine. COGENT ENGINEERING, v. 3, n. 1 2016. Web of Science Citations: 0.
VARGAS, ALESSANDRO N.; BORTOLIN, DAIANE C.; COSTA, EDUARDO F.; DO VAL, JOAO B. R. Gradient-based optimization techniques for the design of static controllers for Markov jump linear systems with unobservable modes. INTERNATIONAL JOURNAL OF NUMERICAL MODELLING-ELECTRONIC NETWORKS DEVICES AN, v. 28, n. 3, p. 239-253, MAY-JUN 2015. Web of Science Citations: 1.
VARGAS, ALESSANDRO N.; ISHIHARA, JOAO Y.; DO VAL, JOAO B. R. Stationary policies for lower bounds on the minimum average cost of discrete-time nonlinear control systems. INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, v. 24, n. 17, p. 2943-2957, NOV 25 2014. Web of Science Citations: 0.
VARGAS, ALESSANDRO N.; DO VAL, JOAO B. R. Almost Periodic Parameters for the Second Moment Stability of Linear Stochastic Systems. IEEE Transactions on Automatic Control, v. 59, n. 4, p. 1072-1077, APR 2014. Web of Science Citations: 1.
VARGAS, ALESSANDRO N.; COSTA, EDUARDO F.; DO VAL, JOAO B. R. On the control of Markov jump linear systems with no mode observation: application to a DC Motor device. INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, v. 23, n. 10, SI, p. 1136-1150, JUL 10 2013. Web of Science Citations: 36.
VARGAS, ALESSANDRO N.; FURLONI, WALTER; DO VAL, JOAO B. R. Second moment constraints and the control problem of Markov jump linear systems. NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS, v. 20, n. 2, SI, p. 357-368, MAR 2013. Web of Science Citations: 18.
COSTA, EDUARDO F.; VARGAS, ALESSANDRO N.; DO VAL, JOAO B. R. Quadratic costs and second moments of jump linear systems with general Markov chain. Mathematics of Control, Signals, and Systems (MCSS), v. 23, n. 1-3, p. 141-157, DEC 2011. Web of Science Citations: 15.
VARGAS, ALESSANDRO N.; DO VAL, JOAO B. R. Average Cost and Stability of Time-Varying Linear Systems. IEEE Transactions on Automatic Control, v. 55, n. 3, p. 714-720, MAR 2010. Web of Science Citations: 19.
COSTA, O. L. V.; DUFOUR, F. THE VANISHING DISCOUNT APPROACH FOR THE AVERAGE CONTINUOUS CONTROL OF PIECEWISE DETERMINISTIC MARKOV PROCESSES. JOURNAL OF APPLIED PROBABILITY, v. 46, n. 4, p. 1157-1183, DEC 2009. Web of Science Citations: 4.
COSTA, EDUARDO F.; DO VAL, JOAO B. R. Uniform Approximation of Infinite Horizon Control Problems for Nonlinear Systems and Stability of the Approximating Controls. IEEE Transactions on Automatic Control, v. 54, n. 4, p. 881-886, APR 2009. Web of Science Citations: 3.
COSTA, O. L. V.; OKIMURA, R. T. Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise. International Journal of Control, v. 82, n. 2, p. 256-267, 2009. Web of Science Citations: 13.
COSTA‚ O.L.V.; ARAUJO‚ M.V. A generalized multi-period mean-variance portfolio optimization with Markov switching parameters. AUTOMATICA, v. 44, n. 10, p. 2487-2497, 2008.
TODOROV‚ M.G.; FRAGOSO‚ M.D. Infinite Markov jump-bounded real lemma. SYSTEMS & CONTROL LETTERS, v. 57, n. 1, p. 64-70, 2008.
COSTA‚ O.L.V.; DE PAULO‚ W.L. Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems. AUTOMATICA, v. 43, n. 4, p. 587-597, 2007.
COSTA, O. L. V.; DUFOUR, F. On the ergodic decomposition for a class of Markov chains. Stochastic Processes and their Applications, v. 115, n. 3, p. 401-415, Mar. 2005.
COSTA, E. F.; VAL, JOÃO BOSCO RIBEIRO DO. Stabilizability and positiveness of solutions of the jump linear quadratic problem and the coupled algebraic Riccati equation. IEEE Transactions on Automatic Control, v. 50, n. 5, p. 691-695, 2005.
COSTA, OSWALDO L. V.; JIMENEZ, SUSSET GUERRA. Filtros recursivos lineares e controle ótimo para sistemas lineares com variações abruptas e observações parciais. Sba : Controle & Automação, v. 15, n. 1, p. 53-61, jan.-mar. 2004.
COSTA, E. F.; VAL, JOÃO BOSCO RIBEIRO DO. An algorithm for solving a perturbed algebraic Riccati equation. European Journal of Control, v. 10, n. 6, p. 576-580, 2004.

Please report errors in scientific publications list by writing to: cdi@fapesp.br.