Control and filtering of Markovian jumping parameters stochastic 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 |
Abstract
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)