Zobrazeno 1 - 10
of 211
pro vyhledávání: '"Marcelo D. Fragoso"'
Fast Switching Detector-Based $H_2$ Control of Markov Jump Linear Systems with Multiplicative Noises
Publikováno v:
SIAM Journal on Control and Optimization. 59:4243-4267
In this paper, we address the control problem of Markov jump linear systems with multiplicative noise and partial observations of the Markov chain (operating mode). We devise a new approach for $H_...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::492bbc764a1b9a63af9d6e5cec06f620
https://doi.org/10.1137/20m1335303
https://doi.org/10.1137/20m1335303
Publikováno v:
International Journal of Control. 95:716-728
In this work, we study the design of dynamic output feedback controllers for continuous-time Markov jump linear systems in the worst-case scenario of partial observation of both, the Markov chain a...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bca1f01e72b799caf7c1320e4f06687f
https://doi.org/10.1080/00207179.2020.1817566
https://doi.org/10.1080/00207179.2020.1817566
Autor:
Fortia V. Verges, Marcelo D. Fragoso
Publikováno v:
2021 60th IEEE Conference on Decision and Control (CDC).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5b08223a6f5f38ca0c40f4b8b6cf33d7
https://doi.org/10.1109/cdc45484.2021.9683727
https://doi.org/10.1109/cdc45484.2021.9683727
Autor:
Fortia V. Verges, Marcelo D. Fragoso
Publikováno v:
2021 IEEE Conference on Control Technology and Applications (CCTA).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::58eef6daaa96378a6c1b411ca225f404
https://doi.org/10.1109/ccta48906.2021.9658651
https://doi.org/10.1109/ccta48906.2021.9658651
Autor:
Fortia V. Verges, Marcelo D. Fragoso
Publikováno v:
CDC
This paper makes a further foray on the study of the filtering problem for the class of Markov jump linear systems (MJLSs). The authors shall be particularly interested in the filtering problem for the Markov jump parameter (the operation mode). Prev
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a7a20592ea2003e0d365ee4ad5634e45
https://doi.org/10.1049/iet-cta.2018.5659
https://doi.org/10.1049/iet-cta.2018.5659
Publikováno v:
IET Control Theory & Applications. 13:1298-1308
The goal of this study is to present new results for H ∞ filtering for continuous-time Markov jump linear systems with partial information on the jumping parameter. The central hypothesis considered here is the existence of a suitable detector, whi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5d2b39925cb11e71e4c7bf9275042382
https://doi.org/10.1049/iet-cta.2018.5640
https://doi.org/10.1049/iet-cta.2018.5640
Publikováno v:
Automatica. 99:382-389
This work focuses on the computation of the steady state distribution of a Markov chain, making use of an embedding algorithm. In this regard, a well-known approach dubbed time aggregation has been proposed in Cao et al., (2002). Roughly, the idea hi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a78d0818101e3f177d6923d8a37d78fb
https://doi.org/10.1016/j.automatica.2018.10.027
https://doi.org/10.1016/j.automatica.2018.10.027
Autor:
Fortia V. Verges, Marcelo D. Fragoso
Publikováno v:
CDC
In this paper we make further foray on the filtering problem for hidden Markov chain, as described in (2). Previous result in the literature on this problem has been obtained in [1], which has derived an optimal nonlinear filter for this problem. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fb7bdc324bb7f13469c403c8c5eb578c
https://doi.org/10.1109/cdc42340.2020.9303875
https://doi.org/10.1109/cdc42340.2020.9303875
Autor:
Marcelo D. Fragoso, Saul C. Leite
Publikováno v:
CDC
The ergodic or long run average cost control problem for diffusions is one of the few classical problems of stochastic control that still eludes a completely satisfactory treatment. This is certainly true for the setting in which the systems to be co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6aed1bb4cf94a22bdde1b022f41d7974
https://doi.org/10.1109/cdc42340.2020.9304513
https://doi.org/10.1109/cdc42340.2020.9304513
Autor:
Marcelo D. Fragoso, Fortia V. Verges
Publikováno v:
ECC
In this paper we make further foray on the filtering problem for Markov jump linear systems (MJLS) in the worst case scenario in which both, the state signal and the operation mode (Markov chain) are partially observables. Since the optimal nonlinear
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::171f80503d7348834fb9878c27ece25b
https://doi.org/10.23919/ecc51009.2020.9143780
https://doi.org/10.23919/ecc51009.2020.9143780