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Estimating and control of Markov Jump Linear Systems with partial observation of the operation mode

Grant number: 15/09912-8
Support type:Scholarships in Brazil - Doctorate
Effective date (Start): October 01, 2015
Effective date (End): November 30, 2018
Field of knowledge:Engineering - Electrical Engineering
Principal Investigator:Oswaldo Luiz Do Valle Costa
Grantee:André Marcorin de Oliveira
Home 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
(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. 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. Web of Science Citations: 9.
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. Web of Science Citations: 13.
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 São Paulo.

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