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Energy-to-Peak Reduced Order Filtering for Continuous-Time Markov Jump Linear Systems With Partial Information on the Jump Parameter

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Author(s):
De Oliveira, Andre M. ; Costa, Oswaldo L., V ; Gabriel, Gabriela W. ; Barros Dos Santos, Sergio R.
Total Authors: 4
Document type: Journal article
Source: IEEE ACCESS; v. 10, p. 10-pg., 2022-01-01.
Abstract

This paper deals with the design of an energy-to-peak reduced-order filter (also called L-2-L-infinity filtering) for continuous-time Markov jump linear systems, assuming that the filter has only access to an estimate of the Markov parameter, coming from the output of a detector device. To model this situation we consider that the joint process formed by the Markov parameter and the detector information follows an exponential hidden Markov model. The result is given in terms of Linear Matrix Inequalities (LMI) so that the available numerical package tools can be readily implemented to solve the problem. The paper is concluded with some numerical simulations. (AU)

FAPESP's process: 21/13338-6 - Control and filtering of dynamic systems subject to abrupt and random variations
Grantee:André Marcorin de Oliveira
Support Opportunities: Regular Research Grants
FAPESP's process: 14/50851-0 - INCT 2014: National Institute of Science and Technology for Cooperative Autonomous Systems Applied in Security and Environment
Grantee:Marco Henrique Terra
Support Opportunities: Research Projects - Thematic Grants
FAPESP's process: 20/15230-5 - Research Centre for Greenhouse Gas Innovation - RCG2I
Grantee:Julio Romano Meneghini
Support Opportunities: Research Grants - Research Centers in Engineering Program