EVENTO
CONTINUOUS-TIME MARKOV JUMP LINEAR SYSTEMS WITH PARTIAL INFORMATION
Tipo de evento: Exame de Qualificação
A MARKOV JUMP LINEAR SYSTEM (MJLS FOR SHORT) IS A FAMILY OF LINEAR SYSTEMS WITH THE TRANSITION BETWEEN EACH SCENARIO DESCRIBED BY A MARKOV CHAIN. IN GENERAL, THIS CLASS OF MODEL IS USED TO REPRESENT DYNAMICAL SYSTEMS WHICH ARE SUBJECT TO ABRUPT CHANGES IN THEIR STRUCTURES. OVER THE PAST DECADES, MJLS HAVE ATTRACTED A SIGNIFICANT RESEARCH EFFORT DUE TO THE WIDE APPLICATION IN SEVERAL AREAS, FOR INSTANCE, IN FAULT-TOLERANT CONTROL SYSTEMS, MANUFACTURING PROCESS, ECONOMICS, FLIGHT SYSTEMS. POWER SYSTEMS, COMMUNICATION SYSTEMS AND NETWORKED CONTROL SYSTEMS.AS IS WELL KNOWN, WORKS SURROUNDING THE SUBJECT OF CONTROL THEORY WITH REFERENCE TO MJLSS IS BY NOW FAIRLY EXTENSIVE, HOWEVER IT IS MORE SCARCE WHEN IT COMES TO THE SETTING WITH PARTIAL INFORMATION, I.E.,THE SCENARIO WHERE ONE OR SOME PARAMETERS ARE UNKNOWN. THUS, PROBLEMS REGARDING MJLSS PARTIALLY OBSERVABLES MAY BE RELATED EITHER TO THE STATE VARIABLE, THE MARKOV CHAIN OR BOTH VARIABLES.RECENTLY, THE DISCRETE-TIME MJLS WITH PERFECT MEASUREMENT OF THE STATE AND PARTIAL INFORMATION OF THE MARKOV CHAIN WAS TREATED IN [2]. IN THIS MENTIONED PAPER, THE H-2 CONTROL DESIGN IS BASED ON THE INFORMATION COMING FROM A SUITABLE DETECTOR WHICH IS AVAILABLE AT ALL TIMES. THE DETECTOR-BASED FORMULATION GENERALIZES SOME OF THE BETTER CASES PREVIOUSLY CONSIDERED IN THE MJLS LITERATURE, I.E, COMPLETE OBSERVATION, MODE-INDEPENDENT AND CLUSTER OBSERVATION. IN OPENING UP THIS FIELD, WHICH APPEARS TO BE FRUITFUL, WE BELIEVE BE INTERESTING TO PURSUE RESEARCH INTO THIS AREA.PURSUING THE HYPOTHESIS RELATED TO THE DETECTOR-BASED APPROACH, IN THIS WORK WE PROPOSE A STUDY OF THE CONTINUOUS-TIME MJLS WITH PARTIAL INFORMATION ON THE MARKOVIAN JUMPING PARAMETERS. THEREFORE, THE PRIMARY GOALS OF THE PROPOSED THESIS ARE IDENTIFY RELEVANT CONTROL AND FILTERING PROBLEMS IN THE CONSIDERED SCENARIO OF PARTIAL OBSERVATIONS.BIBLIOGRAFIA: [1] BENSOUSSAN, A., STOCHASTIC CONTROL OF PARTIALLY OBSERVABLE SYSTEMS, CAMBRIDGE UNIVERSITY PRESS, 1992.[2] COSTA, O. L. V., FRAGOSO, M. D., TODOROV, M. G., A DETECTOR-BASED APPROCH FOR THE H-2 CONTROL OF MARKOV JUMP LINEAR SYSTEMS WITH PARTIAL INFORMATION., IEEE TRANS. AUTOMAT. CONTROL, 60(5), 1219-1234, 2015.[3] COSTA, O. L. V., FRAGOSO, M. D., TODOROV, M. G., CONTINUOUS-TIME MARKOV JUMP LINEAR SYSTEMS, SER. PROBABILITY AND ITS APPLICATIONS. HEIDELBERG: SPRINGER-VERLANG, 2013.[4] FRAGOSO, M. D., COSTA, O. L. V., MEAN SQUARE STABILIZABILITY OF CONTINUOUS-TIME LINEAR SYSTEMS WITH PARTIAL INFORMATION ON THE MARKOVIAN JUMPING PARAMETERS., STOCH. ANAL. APPL., 22(1), 99-11, 2004.[5] MARITON, M., JUMP LINEAR SYSTEMS IN AUTOMATIC CONTROL, DEKKER, NEW YORK, 1990.[6] SHI, P., FANNIAO, L., A SURVEY ON MARKOVIAN JUMP SYSTEMS: MODELING AND DESIGN, INTERNATIONAL JOURNAL OF CONTROL, AUTOMATION, AND SYSTEMS, 13(1), 1-16, 2015.
Data Início: 10/11/2015 Hora: 10:00 Data Fim: 10/11/2015 Hora: 14:00
Local: LNCC - Laboratório Nacional de Computação Ciêntifica - Auditorio B
Aluno: Caio Cesar Graciani Rodrigues - LNCC -
Orientador: Marcelo Dutra Fragoso - Laboratório Nacional de Computação Científica - LNCC Marcos Garcia Todorov - Laboratório Nacional de Computação Científica - LNCC
Participante Banca Examinadora: Artur Ziviani - Laboratório Nacional de Computação Científica - LNCC Jack Baczynski - Laboratório Nacional de Computação Científica - LNCC Renato Portugal - Laboratório Nacional de Computação Científica - LNCC