| Full text | |
| Author(s): |
de Oliveira, Andre M.
;
Costa, Oswaldo L., V
;
Gabriel, Gabriela W.
;
Barros dos Santos, Sergio R.
;
IEEE
Total Authors: 5
|
| Document type: | Journal article |
| Source: | 2022 IEEE 61ST CONFERENCE ON DECISION AND CONTROL (CDC); v. N/A, p. 6-pg., 2022-01-01. |
| Abstract | |
In this paper, we study the L-2 - L-infinity filtering, also known as energy-to-peak filtering, for continuous-time Markov jump systems considering that the Markov chain cannot be directly measured. In this context, the filter has only access to an observed process related to the main jump process of the plant by means of an exponential hidden Markov model. Sufficient conditions for the design of full-order filters which impose the desired upper bond on the L-2 - L-infinity ratio are given in terms of Linear Matrix Inequalities. The paper is illustrated by means of a numerical example. (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 |