Estimating and control of Markov jump linear systems with partial observation of the operation mode

• Grant number: 15/09912-8
• Support Opportunities: Scholarships in Brazil - Doctorate
• Start date: October 01, 2015
• End date: November 30, 2018
• Field of knowledge: Engineering - Electrical Engineering - Industrial Electronics, Electronic Systems and Controls
• Principal Investigator: Oswaldo Luiz Do Valle Costa
• Grantee: André Marcorin de Oliveira
• Host Institution: Escola Politécnica (EP). Universidade de São Paulo (USP). São Paulo , SP, Brazil
• Associated scholarship(s): 17/06358-5 - Control of Markov jump linear systems with partial information of the Markov mode, BE.EP.DR

Abstract

This research plan concerns the analysis of methods for obtaining parameters which governs the dynamics of stochastic systems. Specifically, we aim to study the Markov jump linear systems with partial observation of the Markov mode in order to estimate the state and the mode itself through information of filters and detectors. In addition, the behaviour and performance of estimated mode dependent controllers applied to Markov linear systems shall be studied.

Scientific publications

(8)

(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)

DE OLIVEIRA, A. M.; COSTA, O. L. V.. H-2-Filtering for discrete-time hidden Markov jump systems. International Journal of Control, v. 90, n. 3, p. 599-615, 2017. (14/50279-4, 15/09912-8)

DE OLIVEIRA, A. M.; COSTA, O. L. V.; DAAFOUZ, J.. Design of Stabilizing Dynamic Output Feedback Controllers for Hidden Markov Jump Linear Systems. IEEE CONTROL SYSTEMS LETTERS, v. 2, n. 2, p. 6-pg., 2018-04-01. (15/09912-8, 17/06358-5, 14/50279-4, 14/50851-0)

DE OLIVEIRA, ANDRE MARCORIN; DO VALLE COSTA, OSWALDO LUIZ. Mixed H-2/H-infinity State Feedback Control for Markov Jump Linear Systems with Hidden Observations. IFAC PAPERSONLINE, v. 50, n. 1, p. 6-pg., 2017-01-01. (15/09912-8, 14/50279-4, 14/50851-0)

DE OLIVEIRA, A. M.; COSTA, O. L. V.; DAAFOUZ, JAMAL; IEEE. A suboptimal LMI formulation for the H-2 static output feedback control of hidden Markov jump linear systems. 2018 EUROPEAN CONTROL CONFERENCE (ECC), v. N/A, p. 6-pg., 2018-01-01. (14/50851-0, 17/06358-5, 14/50279-4, 15/09912-8)

DE OLIVEIRA, A. M.; COSTA, O. L. V.. Mixed H-2/H-infinity control of hidden Markov jump systems. INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, v. 28, n. 4, p. 1261-1280, MAR 10 2018. (14/50851-0, 14/50279-4, 15/09912-8)

DE OLIVEIRA, A. M.; COSTA, O. L., V. H-infinity-filtering for Markov jump linear systems with partial information on the jump parameter. IFAC JOURNAL OF SYSTEMS AND CONTROL, v. 1, p. 11-pg., 2017-09-30. (15/09912-8, 14/50279-4, 14/50851-0)

CARVALHO, LEONARDO DE PAULA; DE OLIVEIRA, ANDRE MARCORIN; DO VALLE COSTA, OSWALDO LUIZ. Robust Fault Detection H-infinity Filter for Markovian Jump Linear Systems with Partial Information on the Jump Parameter. IFAC PAPERSONLINE, v. 51, n. 25, p. 6-pg., 2018-01-01. (15/09912-8, 14/50279-4, 14/50851-0)

CARVALHO, LEONARDO DE PAULA; DE OLIVEIRA, ANDRE MARCORIN; DO VALLE COSTA, OSWALDO LUIZ; IEEE. Robust Fault Detection H-infinity Filter for Markovian Jump Linear Systems. 2018 EUROPEAN CONTROL CONFERENCE (ECC), v. N/A, p. 6-pg., 2018-01-01. (15/09912-8, 17/06358-5, 14/50279-4, 14/50851-0)

Academic Publications

(References retrieved automatically from State of São Paulo Research Institutions)

OLIVEIRA, André Marcorin de. Estimating and control of Markov jump linear systems with partial observation of the operation mode.. 2018. Doctoral Thesis - Universidade de São Paulo (USP). Escola Politécnica (EP/BC) São Paulo.