This paper addresses the H ∞ state-feedback control design problem of discretetime Markov jump linear systems. First, under the assumption that the Markov parameter is measured, the main contribution is on the LMI ...

This paper is concerned with ℋ 2 and ℋ ∞ filter design for discrete-time Markov jump systems. The usual assumption of mode-dependent design, where the current Markov mode is available to the filter at every instant of time ...

This paper is concerned with ℋ 2 and ℋ ∞ filter design for discrete-time Markov jump systems. The usual assumption of mode-dependent design, where the current Markov mode is available to the filter at every instant of time ...

This paper deals with exponential stability of discrete-time singular systems with Markov jump parameters. We propose a set of coupled generalized Lyapunov equations (CGLE) that provides sufficient conditions to check this ...

Neste trabalho, mostramos como construir um processo estocástico de Markov e seu espaço de probabilidade a partir das probabilidades de transição e da distribuição inicial. Além disso, mostramos a convergência das matrizes ...

In this work we study the Hidden Markov Models with finite as well as general state space. In the finite case, the forward and backward algorithms are considered and the probability of a given observed sequence is computed. ...

Inicialmente apresentamos uma breve introdução aos conceitos de probabilidade ne cessários para o desenvolvimento do trabalho. Como objetivo principal deste trabalho estudamos o processo de ramificação e para isso, ...