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Filtering and control of jump parameter systems

Grant number: 17/20934-9
Support type:Regular Research Grants
Duration: February 01, 2018 - January 31, 2020
Field of knowledge:Engineering - Electrical Engineering - Industrial Electronics, Electronic Systems and Controls
Principal Investigator:Eduardo Fontoura Costa
Grantee:Eduardo Fontoura Costa
Home Institution: Instituto de Ciências Matemáticas e de Computação (ICMC). Universidade de São Paulo (USP). São Carlos , SP, Brazil


This research focus on systems whose parameters change in an abrupt fashion, which are usually referred to as jump parameter systems, and form a well known class of systems with applications in different areas. We present seven research topics organized in four groups. ``Filtering of Markov jump systems'', ``singular systems with jumping parameters'' (these two are our main research areas), ``control and filtering with partial state information'', and ``applications''. Expected outcomes, challenges and possible ways of overcoming them are summarized. We also describe how our research will benefit from this project, which includes the permanent items (R$\$$ 11.353,70 in total) and supplementary funding (``Reserva técnica'' and ``Benefícios Complementares''). Some additional information is also given at the end. (AU)

Scientific publications
(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)
NARVAEZ, ALFREDO R. R.; COSTA, EDUARDO F. Control of Continuous-Time Linear Systems With Markov Jump Parameters in Reverse Time. IEEE Transactions on Automatic Control, v. 65, n. 5, p. 2265-2271, MAY 2020. Web of Science Citations: 0.
OLIVEIRA, R. M.; HELOU, E. S.; COSTA, E. F. String-averaging incremental stochastic subgradient algorithms. OPTIMIZATION METHODS & SOFTWARE, v. 34, n. 3, p. 665-692, MAY 4 2019. Web of Science Citations: 0.

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