Energy-to-peak reduced order filtering for continuous-time markov jump linear systems with partial information on the jump parameter

Oliveira, André Marcorin de [UNIFESP]; Costa, Oswaldo Luiz do Valle; Gabriel, Gabriela Werner; Santos, Sérgio Ronaldo Barros dos [UNIFESP]

Energy-to-peak reduced order filtering for continuous-time markov jump linear systems with partial information on the jump parameter

Arquivos

Energy-to-Peak_Reduced_Order_Filtering_for_Continuous-Time_Markov_Jump_Linear_Systems_With_Partial_Information_on_the_Jump_Parameter - pdf.pdf(2.61 MB)

Data

2022-07-26

Autores

Oliveira, André Marcorin de

Costa, Oswaldo Luiz do Valle

Gabriel, Gabriela Werner

Santos, Sérgio Ronaldo Barros dos

Tipo

Artigo

Resumo

This paper deals with the design of an energy-to-peak reduced-order filter (also called L2 −L∞ filtering) for continuous-time Markov jump linear systems, assuming that the filter has only access to an estimate of the Markov parameter, coming from the output of a detector device. To model this situation we consider that the joint process formed by the Markov parameter and the detector information follows an exponential hidden Markov model. The result is given in terms of Linear Matrix Inequalities (LMI) so that the available numerical package tools can be readily implemented to solve the problem. The paper is concluded with some numerical simulations.

Citação

A. M. De Oliveira, O. L. V. Costa, G. W. Gabriel and S. R. Barros Dos Santos, "Energy-to-Peak Reduced Order Filtering for Continuous-Time Markov Jump Linear Systems With Partial Information on the Jump Parameter," in IEEE Access, vol. 10, pp. 79124-79133, 2022, doi: 10.1109/ACCESS.2022.3194052.