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André M. de Oliveira
Instituto de Ciência e Tecnologia, Universidade Federal de São Paulo, São José dos Campos, SP
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Oswaldo L. V. Costa
Departamento de Engenharia de Telecomunicações e Controle, Escola Politécnica da Universidade de São Paulo, São Paulo, SP
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Gabriela W. Gabriel
Divisão de Engenharia Eletrônica, Instituto Tecnológico da Aeronáutica, São José dos Campos, SP
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Sérgio R. Barros dos Santos
Instituto de Ciência e Tecnologia, Universidade Federal de São Paulo, São José dos Campos, SP
Keywords:
L2 − L∞ filtering, hybrid systems, Markov jump linear systems, hidden Markov chains, linear matrix inequalities
Abstract
In this work, we study the design of L2 − L∞ filters for Markov jump linear systems with hidden states. In this context, the Markov chain cannot be perfectly measured and the only available information to the filter are the measured output and a random variable, called detector, which is related to the mode of the system. In order to model this variable, we consider that the joint process of the Markov chain and the detector follows an exponential hidden Markov model. The results are given in terms of Linear Matrix Inequalities and are illustrated by means of a numerical simulation.
