| Texto completo | |
| Autor(es): |
do Valle Costa, Oswaldo Luiz
;
Figueiredo, Danilo Zucolli
Número total de Autores: 2
|
| Tipo de documento: | Artigo Científico |
| Fonte: | AUTOMATICA; v. 83, p. 47-57, SEP 2017. |
| Citações Web of Science: | 2 |
| Resumo | |
This paper deals with a set of S-coupled algebraic Riccati equations that arises in the study of filtering of discrete-time linear jump systems with the Markov chain in a general Borel space s. By S-coupled it is meant that the algebraic Riccati equations are coupled via an integral over S. Conditions for the existence and uniqueness of a positive semi-definite solution to the filtering S-coupled algebraic Riccati equations are obtained in terms of the concepts of stochastic detectability and stochastic stabilizability. This result is then applied to solve the infinite horizon minimum mean square linear Markov jump filtering problem. The obtained results generalize previous ones in the literature, which considered only the case of the Markov chain taking values in a finite state space. (C) 2017 Elsevier Ltd. All rights reserved. (AU) | |
| Processo FAPESP: | 14/50851-0 - INCT 2014: Instituto Nacional de Ciência e Tecnologia para Sistemas Autônomos Cooperativos Aplicados em Segurança e Meio Ambiente |
| Beneficiário: | Marco Henrique Terra |
| Modalidade de apoio: | Auxílio à Pesquisa - Temático |
| Processo FAPESP: | 14/50279-4 - Brasil Research Centre for Gas Innovation |
| Beneficiário: | Julio Romano Meneghini |
| Modalidade de apoio: | Auxílio à Pesquisa - Programa Centros de Pesquisa em Engenharia |