Energy-to-Peak Filtering for Continuous-Time Markov Jump Linear Systems with Partial Information on the Jump Parameter

Detalhes bibliográficos
Autor(a) principal: Oliveira, André Marcorin de [UNIFESP]
Data de Publicação: 2023
Outros Autores: Costa, Oswaldo Luiz do Valle, Gabriel, Gabriela Werner, Santos, Sérgio Ronaldo Barros dos
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional da UNIFESP
Texto Completo: https://hdl.handle.net/11600/70874
https://ieeexplore-ieee-org.ez69.periodicos.capes.gov.br/document/9992697
Resumo: In this paper, we study the L 2 −L ∞ filtering, also known as energy-to-peak filtering, for continuous-time Markov jump systems considering that the Markov chain cannot be directly measured. In this context, the filter has only access to an observed process related to the main jump process of the plant by means of an exponential hidden Markov model. Sufficient conditions for the design of full-order filters which impose the desired upper bond on the L 2 −L ∞ ratio are given in terms of Linear Matrix Inequalities. The paper is illustrated by means of a numerical example.
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spelling Oliveira, André Marcorin de [UNIFESP]Costa, Oswaldo Luiz do ValleGabriel, Gabriela WernerSantos, Sérgio Ronaldo Barros doshttp://lattes.cnpq.br/1864836114526818Cancun, Mexico2024-03-20T14:17:27Z2024-03-20T14:17:27Z2023-01-10In this paper, we study the L 2 −L ∞ filtering, also known as energy-to-peak filtering, for continuous-time Markov jump systems considering that the Markov chain cannot be directly measured. In this context, the filter has only access to an observed process related to the main jump process of the plant by means of an exponential hidden Markov model. Sufficient conditions for the design of full-order filters which impose the desired upper bond on the L 2 −L ∞ ratio are given in terms of Linear Matrix Inequalities. The paper is illustrated by means of a numerical example.© 2022 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)FAPESP 2021/13338-6FAPESP 2020/15230-5FAPESP 2014/50851-0CNPq 304149/2019-5CNPq 465755/2014−3CAPES 88887.136349/2017-006614-6619A. M. de Oliveira, O. L. V. Costa, G. W. Gabriel and S. R. Barros dos Santos, "Energy-to-Peak Filtering for Continuous-Time Markov Jump Linear Systems with Partial Information on the Jump Parameter," 2022 IEEE 61st Conference on Decision and Control (CDC), Cancun, Mexico, 2022, pp. 6614-6619, doi: 10.1109/CDC51059.2022.9992697.10.1109/CDC51059.2022.99926972576-23700743-1546https://hdl.handle.net/11600/70874https://ieeexplore-ieee-org.ez69.periodicos.capes.gov.br/document/9992697engAmir G. Aghdam2022 IEEE 61st Conference on Decision and Control (CDC)filteringenergy-to-peak controlMarkov jump linear systemslinear matrix inequalitiesEnergy-to-Peak Filtering for Continuous-Time Markov Jump Linear Systems with Partial Information on the Jump Parameterinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleinfo:eu-repo/semantics/openAccessreponame:Repositório Institucional da UNIFESPinstname:Universidade Federal de São Paulo (UNIFESP)instacron:UNIFESPInstituto de Ciência e Tecnologia (ICT)Ciência e TecnologiaEngenharia de ComputaçãoCiência da ComputaçãoCiência da computaçãoFiltragemORIGINALmain.pdfmain.pdfapplication/pdf156360https://repositorio.unifesp.br/bitstreams/354bb4f0-77a5-43eb-ba8e-8443a50bd8aa/download8aa85714f65f81d3a8eca3398830f338MD53LICENSElicense.txtlicense.txttext/plain; charset=utf-85679https://repositorio.unifesp.br/bitstreams/844bef9e-58c2-43ea-971b-a34fd7e47e7c/download859ba7aac438f424e54bd364c2aecf3cMD52TEXTmain.pdf.txtmain.pdf.txtExtracted 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dc.title.none.fl_str_mv Energy-to-Peak Filtering for Continuous-Time Markov Jump Linear Systems with Partial Information on the Jump Parameter
title Energy-to-Peak Filtering for Continuous-Time Markov Jump Linear Systems with Partial Information on the Jump Parameter
spellingShingle Energy-to-Peak Filtering for Continuous-Time Markov Jump Linear Systems with Partial Information on the Jump Parameter
Oliveira, André Marcorin de [UNIFESP]
filtering
energy-to-peak control
Markov jump linear systems
linear matrix inequalities
title_short Energy-to-Peak Filtering for Continuous-Time Markov Jump Linear Systems with Partial Information on the Jump Parameter
title_full Energy-to-Peak Filtering for Continuous-Time Markov Jump Linear Systems with Partial Information on the Jump Parameter
title_fullStr Energy-to-Peak Filtering for Continuous-Time Markov Jump Linear Systems with Partial Information on the Jump Parameter
title_full_unstemmed Energy-to-Peak Filtering for Continuous-Time Markov Jump Linear Systems with Partial Information on the Jump Parameter
title_sort Energy-to-Peak Filtering for Continuous-Time Markov Jump Linear Systems with Partial Information on the Jump Parameter
author Oliveira, André Marcorin de [UNIFESP]
author_facet Oliveira, André Marcorin de [UNIFESP]
Costa, Oswaldo Luiz do Valle
Gabriel, Gabriela Werner
Santos, Sérgio Ronaldo Barros dos
author_role author
author2 Costa, Oswaldo Luiz do Valle
Gabriel, Gabriela Werner
Santos, Sérgio Ronaldo Barros dos
author2_role author
author
author
dc.contributor.authorLattes.none.fl_str_mv http://lattes.cnpq.br/1864836114526818
dc.contributor.author.fl_str_mv Oliveira, André Marcorin de [UNIFESP]
Costa, Oswaldo Luiz do Valle
Gabriel, Gabriela Werner
Santos, Sérgio Ronaldo Barros dos
dc.subject.por.fl_str_mv filtering
energy-to-peak control
Markov jump linear systems
linear matrix inequalities
topic filtering
energy-to-peak control
Markov jump linear systems
linear matrix inequalities
description In this paper, we study the L 2 −L ∞ filtering, also known as energy-to-peak filtering, for continuous-time Markov jump systems considering that the Markov chain cannot be directly measured. In this context, the filter has only access to an observed process related to the main jump process of the plant by means of an exponential hidden Markov model. Sufficient conditions for the design of full-order filters which impose the desired upper bond on the L 2 −L ∞ ratio are given in terms of Linear Matrix Inequalities. The paper is illustrated by means of a numerical example.
publishDate 2023
dc.date.issued.fl_str_mv 2023-01-10
dc.date.accessioned.fl_str_mv 2024-03-20T14:17:27Z
dc.date.available.fl_str_mv 2024-03-20T14:17:27Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.citation.fl_str_mv A. M. de Oliveira, O. L. V. Costa, G. W. Gabriel and S. R. Barros dos Santos, "Energy-to-Peak Filtering for Continuous-Time Markov Jump Linear Systems with Partial Information on the Jump Parameter," 2022 IEEE 61st Conference on Decision and Control (CDC), Cancun, Mexico, 2022, pp. 6614-6619, doi: 10.1109/CDC51059.2022.9992697.
dc.identifier.uri.fl_str_mv https://hdl.handle.net/11600/70874
https://ieeexplore-ieee-org.ez69.periodicos.capes.gov.br/document/9992697
dc.identifier.doi.none.fl_str_mv 10.1109/CDC51059.2022.9992697
dc.identifier.issn.none.fl_str_mv 2576-2370
0743-1546
identifier_str_mv A. M. de Oliveira, O. L. V. Costa, G. W. Gabriel and S. R. Barros dos Santos, "Energy-to-Peak Filtering for Continuous-Time Markov Jump Linear Systems with Partial Information on the Jump Parameter," 2022 IEEE 61st Conference on Decision and Control (CDC), Cancun, Mexico, 2022, pp. 6614-6619, doi: 10.1109/CDC51059.2022.9992697.
10.1109/CDC51059.2022.9992697
2576-2370
0743-1546
url https://hdl.handle.net/11600/70874
https://ieeexplore-ieee-org.ez69.periodicos.capes.gov.br/document/9992697
dc.language.iso.fl_str_mv eng
language eng
dc.relation.ispartof.none.fl_str_mv 2022 IEEE 61st Conference on Decision and Control (CDC)
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv 6614-6619
dc.coverage.spatial.none.fl_str_mv Cancun, Mexico
dc.publisher.none.fl_str_mv Amir G. Aghdam
publisher.none.fl_str_mv Amir G. Aghdam
dc.source.none.fl_str_mv reponame:Repositório Institucional da UNIFESP
instname:Universidade Federal de São Paulo (UNIFESP)
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