Mixed Reduced Order Filtering for Discrete-Time Markov Jump Linear Systems with Partial Information on the Jump Parameter
Autor(a) principal: | |
---|---|
Data de Publicação: | 2023 |
Outros Autores: | |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Institucional da UNIFESP |
Texto Completo: | https://hdl.handle.net/11600/70878 https://ieeexplore.ieee.org/document/10159267 |
Resumo: | This paper deals with the H2, H∞ and mixed H2/H∞ reduced-order filters for discrete-time Markov jump linear systems, within the context of partial observation of the jump parameter. It is considered that the Markov chain parameter, denoted by θ(k), is not observable but, instead, only an estimation, represented by ˆθ(k), is available for the filter design. Sufficient synthesis conditions for the filter design, based on linear matrix inequalities, are provided. These conditions for the H2 and H∞ filters are not conservative in the sense that, for the full-order case and perfect information of the Markov parameter, they become also necessary. Simplified conditions are derived for the Bernoulli case. The paper is concluded with an illustrative example in the context of networked control systems, in which we study the effects of reducing the order of the filter on the estimation performance. |
id |
UFSP_fb25c86b3b18a03a6437bcea862c7ff1 |
---|---|
oai_identifier_str |
oai:repositorio.unifesp.br/:11600/70878 |
network_acronym_str |
UFSP |
network_name_str |
Repositório Institucional da UNIFESP |
repository_id_str |
3465 |
spelling |
1053Oliveira, André Marcorin de [UNIFESP]Santos, Sérgio Ronaldo Barros dos [UNIFESP]http://lattes.cnpq.br/18648361145268182024-03-20T17:49:41Z2024-03-20T17:49:41Z2023-06-21This paper deals with the H2, H∞ and mixed H2/H∞ reduced-order filters for discrete-time Markov jump linear systems, within the context of partial observation of the jump parameter. It is considered that the Markov chain parameter, denoted by θ(k), is not observable but, instead, only an estimation, represented by ˆθ(k), is available for the filter design. Sufficient synthesis conditions for the filter design, based on linear matrix inequalities, are provided. These conditions for the H2 and H∞ filters are not conservative in the sense that, for the full-order case and perfect information of the Markov parameter, they become also necessary. Simplified conditions are derived for the Bernoulli case. The paper is concluded with an illustrative example in the context of networked control systems, in which we study the effects of reducing the order of the filter on the estimation performance.© 2023 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 88887.136349/2017-006353 - 6364A. M. de Oliveira, S. R. Barros dos Santos and O. L. V. Costa, "Mixed Reduced-Order Filtering for Discrete-Time Markov Jump Linear Systems With Partial Information on the Jump Parameter," in IEEE Transactions on Systems, Man, and Cybernetics: Systems, vol. 53, no. 10, pp. 6353-6364, Oct. 2023, doi: 10.1109/TSMC.2023.3283210.10.1109/TSMC.2023.32832102168-22322168-2216https://hdl.handle.net/11600/70878https://ieeexplore.ieee.org/document/10159267engRobert KozmaIEEE Transactions on Systems, Man, and Cybernetics: SystemsControl systemsFilteringJump parameter systemsHidden Markov modelsH-infinity optimizationMixed Reduced Order Filtering for Discrete-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 computaçãoFiltragemORIGINALTSMC3283210.pdfTSMC3283210.pdfapplication/pdf477684https://repositorio.unifesp.br/bitstreams/c72381a4-2464-48e1-8ea8-3ee81b0e0218/download3249f3326f11beaf099939f9228be21dMD53LICENSElicense.txtlicense.txttext/plain; charset=utf-85679https://repositorio.unifesp.br/bitstreams/854f3321-5e7a-4777-9247-0cc21ecdf7be/download859ba7aac438f424e54bd364c2aecf3cMD52TEXTTSMC3283210.pdf.txtTSMC3283210.pdf.txtExtracted texttext/plain74908https://repositorio.unifesp.br/bitstreams/dc90a482-dc25-4632-b0fb-00e4851d7929/downloadcec2b00597c13c598f85c7a9a82083f1MD56THUMBNAILTSMC3283210.pdf.jpgTSMC3283210.pdf.jpgGenerated Thumbnailimage/jpeg7311https://repositorio.unifesp.br/bitstreams/131880a4-49d1-4c70-b13e-7e4aea4e2fa5/download23376c7ded4cabb544827715debc1a09MD5711600/708782024-03-22 14:39:27.912oai:repositorio.unifesp.br/:11600/70878https://repositorio.unifesp.brRepositório InstitucionalPUBhttp://www.repositorio.unifesp.br/oai/requestopendoar:34652024-03-22T14:39:27Repositório Institucional da UNIFESP - Universidade Federal de São Paulo (UNIFESP)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 |
dc.title.none.fl_str_mv |
Mixed Reduced Order Filtering for Discrete-Time Markov Jump Linear Systems with Partial Information on the Jump Parameter |
title |
Mixed Reduced Order Filtering for Discrete-Time Markov Jump Linear Systems with Partial Information on the Jump Parameter |
spellingShingle |
Mixed Reduced Order Filtering for Discrete-Time Markov Jump Linear Systems with Partial Information on the Jump Parameter Oliveira, André Marcorin de [UNIFESP] Control systems Filtering Jump parameter systems Hidden Markov models H-infinity optimization |
title_short |
Mixed Reduced Order Filtering for Discrete-Time Markov Jump Linear Systems with Partial Information on the Jump Parameter |
title_full |
Mixed Reduced Order Filtering for Discrete-Time Markov Jump Linear Systems with Partial Information on the Jump Parameter |
title_fullStr |
Mixed Reduced Order Filtering for Discrete-Time Markov Jump Linear Systems with Partial Information on the Jump Parameter |
title_full_unstemmed |
Mixed Reduced Order Filtering for Discrete-Time Markov Jump Linear Systems with Partial Information on the Jump Parameter |
title_sort |
Mixed Reduced Order Filtering for Discrete-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] Santos, Sérgio Ronaldo Barros dos [UNIFESP] |
author_role |
author |
author2 |
Santos, Sérgio Ronaldo Barros dos [UNIFESP] |
author2_role |
author |
dc.contributor.authorLattes.none.fl_str_mv |
http://lattes.cnpq.br/1864836114526818 |
dc.contributor.author.fl_str_mv |
Oliveira, André Marcorin de [UNIFESP] Santos, Sérgio Ronaldo Barros dos [UNIFESP] |
dc.subject.por.fl_str_mv |
Control systems Filtering Jump parameter systems Hidden Markov models H-infinity optimization |
topic |
Control systems Filtering Jump parameter systems Hidden Markov models H-infinity optimization |
description |
This paper deals with the H2, H∞ and mixed H2/H∞ reduced-order filters for discrete-time Markov jump linear systems, within the context of partial observation of the jump parameter. It is considered that the Markov chain parameter, denoted by θ(k), is not observable but, instead, only an estimation, represented by ˆθ(k), is available for the filter design. Sufficient synthesis conditions for the filter design, based on linear matrix inequalities, are provided. These conditions for the H2 and H∞ filters are not conservative in the sense that, for the full-order case and perfect information of the Markov parameter, they become also necessary. Simplified conditions are derived for the Bernoulli case. The paper is concluded with an illustrative example in the context of networked control systems, in which we study the effects of reducing the order of the filter on the estimation performance. |
publishDate |
2023 |
dc.date.issued.fl_str_mv |
2023-06-21 |
dc.date.accessioned.fl_str_mv |
2024-03-20T17:49:41Z |
dc.date.available.fl_str_mv |
2024-03-20T17:49:41Z |
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, S. R. Barros dos Santos and O. L. V. Costa, "Mixed Reduced-Order Filtering for Discrete-Time Markov Jump Linear Systems With Partial Information on the Jump Parameter," in IEEE Transactions on Systems, Man, and Cybernetics: Systems, vol. 53, no. 10, pp. 6353-6364, Oct. 2023, doi: 10.1109/TSMC.2023.3283210. |
dc.identifier.uri.fl_str_mv |
https://hdl.handle.net/11600/70878 https://ieeexplore.ieee.org/document/10159267 |
dc.identifier.doi.none.fl_str_mv |
10.1109/TSMC.2023.3283210 |
dc.identifier.issn.none.fl_str_mv |
2168-2232 2168-2216 |
identifier_str_mv |
A. M. de Oliveira, S. R. Barros dos Santos and O. L. V. Costa, "Mixed Reduced-Order Filtering for Discrete-Time Markov Jump Linear Systems With Partial Information on the Jump Parameter," in IEEE Transactions on Systems, Man, and Cybernetics: Systems, vol. 53, no. 10, pp. 6353-6364, Oct. 2023, doi: 10.1109/TSMC.2023.3283210. 10.1109/TSMC.2023.3283210 2168-2232 2168-2216 |
url |
https://hdl.handle.net/11600/70878 https://ieeexplore.ieee.org/document/10159267 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.ispartof.none.fl_str_mv |
IEEE Transactions on Systems, Man, and Cybernetics: Systems |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
6353 - 6364 |
dc.publisher.none.fl_str_mv |
Robert Kozma |
publisher.none.fl_str_mv |
Robert Kozma |
dc.source.none.fl_str_mv |
reponame:Repositório Institucional da UNIFESP instname:Universidade Federal de São Paulo (UNIFESP) instacron:UNIFESP |
instname_str |
Universidade Federal de São Paulo (UNIFESP) |
instacron_str |
UNIFESP |
institution |
UNIFESP |
reponame_str |
Repositório Institucional da UNIFESP |
collection |
Repositório Institucional da UNIFESP |
bitstream.url.fl_str_mv |
https://repositorio.unifesp.br/bitstreams/c72381a4-2464-48e1-8ea8-3ee81b0e0218/download https://repositorio.unifesp.br/bitstreams/854f3321-5e7a-4777-9247-0cc21ecdf7be/download https://repositorio.unifesp.br/bitstreams/dc90a482-dc25-4632-b0fb-00e4851d7929/download https://repositorio.unifesp.br/bitstreams/131880a4-49d1-4c70-b13e-7e4aea4e2fa5/download |
bitstream.checksum.fl_str_mv |
3249f3326f11beaf099939f9228be21d 859ba7aac438f424e54bd364c2aecf3c cec2b00597c13c598f85c7a9a82083f1 23376c7ded4cabb544827715debc1a09 |
bitstream.checksumAlgorithm.fl_str_mv |
MD5 MD5 MD5 MD5 |
repository.name.fl_str_mv |
Repositório Institucional da UNIFESP - Universidade Federal de São Paulo (UNIFESP) |
repository.mail.fl_str_mv |
|
_version_ |
1803210215803322368 |