Filtering of discrete-time Markov jump linear systems with uncertain transition probabilities

dc.creatorGoncalves, APC
dc.creatorFioravanti, AR
dc.creatorGeromel, JC
dc.date2011
dc.dateAPR
dc.date2014-07-30T17:34:58Z
dc.date2015-11-26T17:38:36Z
dc.date2014-07-30T17:34:58Z
dc.date2015-11-26T17:38:36Z
dc.date.accessioned2018-03-29T00:20:14Z
dc.date.available2018-03-29T00:20:14Z
dc.identifierInternational Journal Of Robust And Nonlinear Control. Wiley-blackwell, v. 21, n. 6, n. 613, n. 624, 2011.
dc.identifier1049-8923
dc.identifierWOS:000288097900002
dc.identifier10.1002/rnc.1610
dc.identifierhttp://www.repositorio.unicamp.br/jspui/handle/REPOSIP/66957
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/66957
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1286252
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionThis article addresses the filtering design problem for discrete-time Markov jump linear systems (MJLS) under the assumption that the transition probabilities are not completely known. We present the methods to determine H(2)- and H(infinity)-norm bounded filters for MJLS whose transition probability matrices have uncertainties in a convex polytope and establish an equivalence with the ones with partly unknown elements. The proposed design, based on linear matrix inequalities, allows different assumptions on Markov mode availability to the filter and on system parameter uncertainties to be taken into account. Under mode-dependent assumption and internal model knowledge, observer-based filters can be obtained and it is shown theoretically that our method outperforms some available ones in the literature to date. Numerical examples illustrate this claim. Copyright (C) 2010 John Wiley & Sons, Ltd.
dc.description21
dc.description6
dc.description613
dc.description624
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.languageen
dc.publisherWiley-blackwell
dc.publisherMalden
dc.publisherEUA
dc.relationInternational Journal Of Robust And Nonlinear Control
dc.relationInt. J. Robust Nonlinear Control
dc.rightsfechado
dc.rightshttp://olabout.wiley.com/WileyCDA/Section/id-406071.html
dc.sourceWeb of Science
dc.subjectdiscrete-time Markov jump linear systems
dc.subjectrobust filtering
dc.subjectprobability transition uncertainty
dc.subjectlinear matrix inequalities
dc.subjectH-infinity-control
dc.subjectMatrix Inequalities
dc.subjectStability
dc.subjectStabilization
dc.subjectState
dc.titleFiltering of discrete-time Markov jump linear systems with uncertain transition probabilities
dc.typeArtículos de revistas


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