Hidden Markov model‐based robust H∞ fault estimation for Markov switching systems with application to a single‐link robot arm
Sign Up to like & getrecommendations! Published in 2021 at "Asian Journal of Control"
DOI: 10.1002/asjc.2525
Abstract: In this paper, the hidden Markov model method is used to represent the asynchronous mode variations between the original systems and the fault estimator. The robust H∞ performance index is employed when calculating the fault… read more here.
Keywords: hidden markov; fault estimation; markov; markov model ... See more keywords
Static output feedback control for discrete‐time hidden Markov jump systems against deception attacks
Sign Up to like & getrecommendations! Published in 2019 at "International Journal of Robust and Nonlinear Control"
DOI: 10.1002/rnc.4737
Abstract: This paper investigates the static output feedback control problem for Markov jump systems subject to asynchronous mode information and deception attacks. A hidden Markov model is employed to observe the unmeasurable system mode. In this… read more here.
Keywords: static output; deception attacks; markov; output feedback ... See more keywords
Hidden Markov model based H∞ filtering for singular semi‐Markov jump systems
Sign Up to like & getrecommendations! Published in 2021 at "International Journal of Robust and Nonlinear Control"
DOI: 10.1002/rnc.5824
Abstract: This article investigates the hidden Markov model based H∞ filter design problem for the singular semi‐Markov jump systems (SSMJSs). The considered semi‐Markov process is a generalization of Markov process, which can eliminate the restriction on… read more here.
Keywords: model based; hidden markov; markov; semi markov ... See more keywords
Using Semi-Markov Chains to Solve Semi-Markov Processes
Sign Up to like & getrecommendations! Published in 2020 at "Methodology and Computing in Applied Probability"
DOI: 10.1007/s11009-020-09820-y
Abstract: This article provides a novel method to solve continuous-time semi-Markov processes by algorithms from discrete-time case, based on the fact that the Markov renewal function in discrete-time case is a finite series. Bounds of approximate… read more here.
Keywords: time; markov processes; using semi; semi markov ... See more keywords
Modelling covariance matrices by the trigonometric separation strategy with application to hidden Markov models
Sign Up to like & getrecommendations! Published in 2019 at "TEST"
DOI: 10.1007/s11749-018-0580-8
Abstract: Bayesian inference on the covariance matrix is usually performed after placing an inverse-Wishart or a multivariate Jeffreys as a prior density, but both of them, for different reasons, present some drawbacks. As an alternative, the… read more here.
Keywords: trigonometric separation; covariance; separation strategy; markov ... See more keywords
Equivalence of the global and local Markov inequalities in the complex plane
Sign Up to like & getrecommendations! Published in 2019 at "Advances in Mathematics"
DOI: 10.1016/j.aim.2019.01.027
Abstract: Abstract We prove that a compact subset of the complex plane satisfies the Global Markov Inequality if and only if it admits an extension property and a Kolmogorov type inequality in Jackson norms, generalizing a… read more here.
Keywords: inequality; equivalence; local markov; complex plane ... See more keywords
Tremor severity rating by Markov chains
Sign Up to like & getrecommendations! Published in 2018 at "IFAC-PapersOnLine"
DOI: 10.1016/j.ifacol.2018.09.154
Abstract: Abstract The paper deals with mathematical modeling tools for tremor quantification, a problem arising in e.g. clinical applications and sports. Tremor is an involuntary repetitive movement of extremities, head, or trunk that occurs in disease… read more here.
Keywords: markov; tremor severity; severity; tremor ... See more keywords
Infinite hidden markov switching VARs with application to macroeconomic forecast
Sign Up to like & getrecommendations! Published in 2017 at "International Journal of Forecasting"
DOI: 10.1016/j.ijforecast.2017.06.006
Abstract: This paper develops vector autoregressive models with infinite hidden Markov structures, motivated by the recent empirical success of hierarchical Dirichlet process mixture models in financial and macroeconomic applications. We begin by developing a new Markov… read more here.
Keywords: hidden markov; markov switching; markov; switching vars ... See more keywords
Markov fundamental tensor and its applications to network analysis
Sign Up to like & getrecommendations! Published in 2019 at "Linear Algebra and its Applications"
DOI: 10.1016/j.laa.2018.11.024
Abstract: Abstract We first present a comprehensive review of various Markov metrics used in the literature and express them in a consistent framework. We then introduce the fundamental tensor – a generalization of the well-known fundamental… read more here.
Keywords: network analysis; markov; network; fundamental tensor ... See more keywords
Kemeny's constant for countable Markov chains
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DOI: 10.1016/j.laa.2020.07.001
Abstract: Abstract In this paper, we aim to investigate Kemeny's constant for discrete-time or continuous-time, irreducible and positive recurrent Markov chains on a countable state space. We show that Kemeny's constant is infinite for a discrete-time… read more here.
Keywords: chain; markov; discrete time; markov chains ... See more keywords
Dynamic event-based finite-time mixed H∞ and passive asynchronous filtering for T–S fuzzy singular Markov jump systems with general transition rates
Sign Up to like & getrecommendations! Published in 2020 at "Nonlinear Analysis: Hybrid Systems"
DOI: 10.1016/j.nahs.2020.100874
Abstract: Abstract In this paper, the design of finite-time mixed H ∞ and passive asynchronous filter for T–S fuzzy singular Markov jump systems with general transition rates under the dynamic event-based scheme is discussed. An asynchronous… read more here.
Keywords: markov; dynamic event; markov jump; singular markov ... See more keywords