Countably Infinite Set

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Marcelo D. Fragoso - One of the best experts on this subject based on the ideXlab platform.

  • CDC - Output-feedback robust control of continuous-time Infinite Markov jump linear systems
    49th IEEE Conference on Decision and Control (CDC), 2010
    Co-Authors: Marcos G. Todorov, Marcelo D. Fragoso
    Abstract:

    This paper addresses the robust H 2 guaranteed cost control of continuous-time Markov jump linear systems, in the dynamic output feedback scenario. It is assumed that the jump process takes values in a Countably Infinite Set. In the finite case, an adjoint approach to the robust control of MJLS in face of linear structured uncertainty is developed. A numerical example, regarding the robust control of the coupling between two damped oscillators, illustrates the applicability of the proposed results.

  • CDC - On the state-feedback robust control of continuous-time Infinite Markov jump linear systems
    49th IEEE Conference on Decision and Control (CDC), 2010
    Co-Authors: Marcos G. Todorov, Marcelo D. Fragoso
    Abstract:

    This paper addresses the robust H 2 guaranteed cost control of continuous-time Markov jump linear systems with transition parameters taking values in a Countably Infinite Set. In the finite case, an adjoint approach to the robust control of MJLS in face of linear structured uncertainty is developed. Regarding the scenario of uncertain transition rates of the Markov process, the design of robust controllers is characterized by uncertainty-dependent linear matrix inequality problems. The main results are applied to the robust control of an underactuated robotic manipulator system.

  • ECC - Robust stability and stabilization of discrete-time Infinite Markov jump linear systems
    2009 European Control Conference (ECC), 2009
    Co-Authors: Marcos G. Todorov, Marcelo D. Fragoso
    Abstract:

    This paper addresses the problems of robust stability and stabilization of discrete-time linear systems with Markov jump parameters taking values in a Countably Infinite Set. We consider the problem of robustness against complex multiperturbations, which extends the Setting currently encountered in the literature. By means of the introduction of block-diagonal scaling techniques, we show how less conservative robust stability margins and robust controllers can be obtained by the solution of linear matrix inequality problems. The effectiveness of the main results is illustrated with a numerical example.

  • ECC - Robust stability and stabilization of continuous-time Infinite Markov jump linear systems
    2009 European Control Conference (ECC), 2009
    Co-Authors: Marcos G. Todorov, Marcelo D. Fragoso
    Abstract:

    This paper addresses the robust stability and stabilization problems for a class of continuous-time linear systems with Markov jump parameters taking values in a Countably Infinite Set. We consider the problem of robustness against various classes of parametric uncertainty, which extends previous results in the literature. By means of the introduction of novel scaling techniques, it is shown how less conservative robust stability margins and robust controllers can be obtained by the solution of linear matrix inequality problems. The effectiveness of the obtained results is illustrated with a numerical example.

  • Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters
    SIAM Journal on Control and Optimization, 2001
    Co-Authors: Marcelo D. Fragoso, J. Baczynski
    Abstract:

    The subject matter of this paper is the optimal control problem for continuous-time linear systems subject to Markovian jumps in the parameters and the usual Infinite-time horizon quadratic cost. What essentially distinguishes our problem from previous ones, inter alia, is that the Markov chain takes values on a Countably Infinite Set. To tackle our problem, we make use of powerful tools from semigroup theory in Banach space and a decomplexification technique. The solution for the problem relies, in part, on the study of a Countably Infinite Set of coupled algebraic Riccati equations (ICARE). Conditions for existence and uniqueness of a positive semidefinite solution of the ICARE are obtained via the extended concepts of stochastic stabilizability (SS) and stochastic detectability (SD). These concepts are couched into the theory of operators in Banach space and, parallel to the classical linear quadratic (LQ) case, bound up with the spectrum of a certain Infinite dimensional linear operator.

Dang H. Nguyen - One of the best experts on this subject based on the ideXlab platform.

Baxter J. Erik - One of the best experts on this subject based on the ideXlab platform.

J. Erik Baxter - One of the best experts on this subject based on the ideXlab platform.

O.l.v. Costa - One of the best experts on this subject based on the ideXlab platform.

  • full informationh control for discrete time Infinite markov jump parameter systems
    Journal of Mathematical Analysis and Applications, 1996
    Co-Authors: O.l.v. Costa
    Abstract:

    Abstract In this paper we consider the full information discrete-timeH∞-control problem for the class of linear systems with Markovian jumping parameters. The state-space of the Markov chain is assumed to take values in a Countably Infinite Set. Full information here means that the controller has access to both the state-variables and jump-variables. A necessary and sufficient condition for the existence of a feedback controller that makes the l 2-induced norm of the system less than a prespecified bound is obtained. This condition is written in terms of a Set of Infinite coupled algebraic Riccati equations.

  • discrete time lq optimal control problems for Infinite markov jump parameter systems
    IEEE Transactions on Automatic Control, 1995
    Co-Authors: O.l.v. Costa, Marcelo D. Fragoso
    Abstract:

    Optimal control problems for discrete-time linear systems subject to Markovian jumps in the parameters are considered for the case in which the Markov chain takes values in a Countably Infinite Set. Two situations are considered: the noiseless case and the case in which an additive noise is appended to the model. The solution for these problems relies, in part, on the study of a Countably Infinite Set of coupled algebraic Riccati equations (ICARE). Conditions for existence and uniqueness of a positive semidefinite solution to the ICARE are obtained via the extended concepts of stochastic stabilizability (SS) and stochastic detectability (SD), which turn out to be equivalent to the spectral radius of certain Infinite dimensional linear operators in a Banach space being less than one. For the long-run average cost, SS and SD guarantee existence and uniqueness of a stationary measure and consequently existence of an optimal stationary control policy. Furthermore, an extension of a Lyapunov equation result is derived for the Countably Infinite Markov state-space case.