Advanced search
Start date
Betweenand

Control and filtering of stochastic systems

Abstract

This research deals with stochastic systems with a clear emphasis on linear systems with Markov jump parameters and some of their applications. The research topics presented here are in different stages of development, many of them have started in the last one or two years and some will start soon, as described in the text. The work will be conducted mainly by our team at ICMC-USP, with collaboration of teams of different universities in Brazil and abroad. The research topics fall into four main categories: system structure, Kalman filtering, long run average cost and applications. (AU)

Articles published in Agência FAPESP Newsletter about the research grant:
Articles published in other media outlets (0 total):
More itemsLess items
VEICULO: TITULO (DATA)
VEICULO: TITULO (DATA)

Scientific publications (8)
(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)
CHAVEZ-FUENTES, JORGE R.; MAYTA, JORGE E.; COSTA, EDUARDO F.; TERRA, MARCO H.. Stochastic and exponential stability of discrete-time Markov jump linear singular systems. SYSTEMS & CONTROL LETTERS, v. 107, p. 92-99, . (13/19380-8, 14/08432-0)
DRAGAN, VASILE; COSTA, EDUARDO F.. Optimal Stationary Dynamic Output-Feedback Controllers for Discrete-Time Linear Systems With Markovian Jumping Parameters and Additive White Noise Perturbations. IEEE Transactions on Automatic Control, v. 61, n. 12, p. 3912-3924, . (13/19380-8)
NARVAEZ, ALFREDO R. R.; COSTA, EDUARDO F.. AVERAGE REACHABILITY OF CONTINUOUS-TIME MARKOV JUMP LINEAR SYSTEMS AND THE LINEAR MINIMUM MEAN SQUARE ESTIMATOR. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, v. 54, n. 4, p. 2063-2089, . (13/19380-8, 10/12360-3)
OLIVEIRA, R. M.; HELOU, E. S.; COSTA, E. F.. String-averaging incremental stochastic subgradient algorithms. OPTIMIZATION METHODS & SOFTWARE, v. 34, n. 3, p. 665-692, . (15/10171-2, 13/19380-8, 13/07375-0, 13/16508-3, 17/20934-9)
GUTIERREZ-PACHAS, DANIEL A.; COSTA, EDUARDO F.. On the Linear Quadratic Problem for Systems With Time-Reversed Markov Jump Parameters and the Duality With Filtering of Markov Jump Linear Systems. IEEE Transactions on Automatic Control, v. 63, n. 9, p. 3040-3045, . (13/19380-8)
DE OLIVEIRA, RAFAEL MASSAMBONE; HELOU, ELIAS SALOMAO; COSTA, EDUARDO FONTOURA. String-averaging incremental subgradients for constrained convex optimization with applications to reconstruction of tomographic images. INVERSE PROBLEMS, v. 32, n. 11, . (13/07375-0, 15/10171-2, 13/19380-8, 13/16508-3)
CHAVEZ-FUENTES, JORGE R.; COSTA, EDUARDO F.; MAYTA, JORGE E.; TERRA, MARCO H.. Regularity and stability analysis of discrete-time Markov jump linear singular systems. AUTOMATICA, v. 76, p. 32-40, . (12/08106-0, 13/19380-8)
DE SAPORTA, BENOITE; COSTA, EDUARDO F.. Approximate Kalman-Bucy Filter for Continuous-Time Semi-Markov Jump Linear Systems. IEEE Transactions on Automatic Control, v. 61, n. 8, p. 2035-2048, . (13/19380-8)

Please report errors in scientific publications list by writing to: cdi@fapesp.br.