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H-infinity-filtering for Markov jump linear systems with partial information on the jump parameter

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Autor(es):
de Oliveira, A. M. ; Costa, O. L., V
Número total de Autores: 2
Tipo de documento: Artigo Científico
Fonte: IFAC JOURNAL OF SYSTEMS AND CONTROL; v. 1, p. 11-pg., 2017-09-30.
Resumo

We study in this work the H-infinity-filtering problem in a partial information context. We suppose that the state of the Markov chain theta(k) is not available to the filter, but only an estimation coming from a detector and represented by (theta) over cap (k). We present two main results related to the synthesis of filters that depend only on (theta) over cap (k) such that the H-infinity norm in relation to the estimation error is limited: the case in which the transition and detection probabilities are not exactly known, but belong to distinct convex sets; and the Bernoulli case in which we derive necessary and sufficient conditions for the filter synthesis. All the results are given in terms of linear matrix inequalities and are illustrated by two numerical examples of systems prone to faults. (c) 2017 Elsevier Ltd. All rights reserved. (AU)

Processo FAPESP: 15/09912-8 - Estimação e controle de sistemas lineares com saltos markovianos com observação parcial do modo de operação
Beneficiário:André Marcorin de Oliveira
Modalidade de apoio: Bolsas no Brasil - Doutorado
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
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