Gain scheduled fault detection filter for markovian jump linear system with nonhomogeneous markov chain (2023)
- Authors:
- USP affiliated authors: COSTA, OSWALDO LUIZ DO VALLE - EP ; CARVALHO, LEONARDO DE PAULA - EP
- Unidade: EP
- DOI: 10.3390/math11071713
- Subjects: SISTEMAS DE CONTROLE; FALHAS COMPUTACIONAIS; CADEIAS DE MARKOV
- Agências de fomento:
- Language: Inglês
- Imprenta:
- Source:
- Título: Mathematics
- ISSN: 2227-7390
- Volume/Número/Paginação/Ano: v. 11, n. 7, p. 1-21, Apr.2023
- Este periódico é de acesso aberto
- Este artigo NÃO é de acesso aberto
-
ABNT
CARVALHO, Leonardo de Paula et al. Gain scheduled fault detection filter for markovian jump linear system with nonhomogeneous markov chain. Mathematics, v. 11, n. 7, p. 1-21, 2023Tradução . . Disponível em: https://doi.org/10.3390/math11071713. Acesso em: 19 fev. 2026. -
APA
Carvalho, L. de P., Palma, J. M., Morais, C. F., Jayawardhana, B., & Costa, O. L. do V. (2023). Gain scheduled fault detection filter for markovian jump linear system with nonhomogeneous markov chain. Mathematics, 11( 7), 1-21. doi:10.3390/math11071713 -
NLM
Carvalho L de P, Palma JM, Morais CF, Jayawardhana B, Costa OL do V. Gain scheduled fault detection filter for markovian jump linear system with nonhomogeneous markov chain [Internet]. Mathematics. 2023 ; 11( 7): 1-21.[citado 2026 fev. 19 ] Available from: https://doi.org/10.3390/math11071713 -
Vancouver
Carvalho L de P, Palma JM, Morais CF, Jayawardhana B, Costa OL do V. Gain scheduled fault detection filter for markovian jump linear system with nonhomogeneous markov chain [Internet]. Mathematics. 2023 ; 11( 7): 1-21.[citado 2026 fev. 19 ] Available from: https://doi.org/10.3390/math11071713 - H2/H∞ Simultaneous Fault Detection and Control for Markov Jump Linear Systems With Partial Observation
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- Generalized mean-variance portfolio selection model with regime switching
- On the discrete-time infinite cooupled riccati equations which arises in a certain optimal control problem
- Suboptimal and static output feedback control of hidden Markov jump linear systems
- Sampled control for mean-variance hedging in a jump diffusion financial market
Informações sobre o DOI: 10.3390/math11071713 (Fonte: oaDOI API)
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