| Texto completo | |
| Autor(es): |
Narvaez, Alfredo R. R.
;
Costa, Eduardo F.
;
IEEE
Número total de Autores: 3
|
| Tipo de documento: | Artigo Científico |
| Fonte: | 2017 IEEE 56TH ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC); v. N/A, p. 6-pg., 2017-01-01. |
| Resumo | |
Stability of state estimators for Markov jump linear systems featuring time-varying and correlated noise processes are studied in this paper. Three conditions for stability are presented, starting with a more general one requiring positiveness of the covariance of the error estimate, and is applicable to a class of filters that contains the well known linear minimum mean square estimators. It is then derived a more strict condition based on the plant parameters only, which may be interpreted as requiring that the state additive noise pervades every system dynamics. Finally, we consider a structural notion linked with the reachability gramian and we show it is a sufficient condition for the previous ones to be fulfilled, thus linking the filter stability with the structure of the plant, and present a simple rank test. Illustrative examples are included. (AU) | |
| Processo FAPESP: | 13/19380-8 - Controle e filtragem de sistemas estocásticos |
| Beneficiário: | Eduardo Fontoura Costa |
| Modalidade de apoio: | Auxílio à Pesquisa - Regular |