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(Referência obtida automaticamente do Web of Science, por meio da informação sobre o financiamento pela FAPESP e o número do processo correspondente, incluída na publicação pelos autores.)

H-2-Control of Continuous-Time Hidden Markov Jump Linear Systems

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Autor(es):
Stadtmann, F. ; Costa, O. L. V.
Número total de Autores: 2
Tipo de documento: Artigo Científico
Fonte: IEEE Transactions on Automatic Control; v. 62, n. 8, p. 4031-4037, AUG 2017.
Citações Web of Science: 9
Resumo

This technical note addresses the H-2 -control problem for a continuous-time Markov Jump Linear System (MJLS) with partial information on the mode of operation. The jumps of the system depend on a continuous-time hidden Markov model (CT-HMM) where the hidden process represents the dynamics of the real system, while the emitted signal represents the information available to the controller. We start by analyzing the stochastic stability control problem with the goal to design a state feedback linear controller that stochastically stabilizes the closed-loop system, relying on the information from the detector. Two dual formulations, based on LMI problems, are derived as a solution for this problem. These results are then extended to the H-2 guaranteed cost control problem. The technical note is concluded with a numerical example which illustrates the derived results. (AU)

Processo FAPESP: 14/50279-4 - Brasil Research Centre for Gas Innovation
Beneficiário:Julio Romano Meneghini
Linha de fomento: Auxílio à Pesquisa - Programa Centros de Pesquisa em Engenharia