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André R. Fioravanti
Researcher at State University of Campinas
Publications - 70
Citations - 1134
André R. Fioravanti is an academic researcher from State University of Campinas. The author has contributed to research in topics: Linear system & Discrete time and continuous time. The author has an hindex of 16, co-authored 63 publications receiving 1000 citations. Previous affiliations of André R. Fioravanti include Supélec & French Institute for Research in Computer Science and Automation.
Papers
More filters
Journal ArticleDOI
${\cal H}_{\infty}$ Filtering of Discrete-Time Markov Jump Linear Systems Through Linear Matrix Inequalities
TL;DR: Under the assumption that the Markov parameter is measurable, the main contribution is the linear matrix inequality (LMI) characterization of all linear filters such that the estimation error remains bounded by a given H infin norm level, yielding the complete solution of the mode-dependent filtering design problem.
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Dynamic Output Feedback Control of Discrete-Time Markov Jump Linear Systems through Linear Matrix Inequalities
TL;DR: The main contribution is the complete characterization of all full order proper Markov jump linear controllers such that the closed loop system remains bounded by a given prespecified level, yielding the global solution to the corresponding mode-dependent optimal control design problem, expressed in terms of pure linear matrix inequalities.
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PID controller design for fractional-order systems with time delays
TL;DR: Effect of input-output time delay on the range of allowable controller parameters is investigated and small gain type of argument used earlier for finite dimensional plants is used.
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Markov jump linear systems and filtering through network transmitted measurements
TL;DR: This paper addresses how several models available for a measurement transmission network channel, like the generalized Gilbert-Elliot, Fritchman or McCullough ones, from a linear and time invariant plant to its filter can be incorporated into the more general framework of Markov jump linear systems filtering.
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Filtering of discrete‐time Markov jump linear systems with uncertain transition probabilities
TL;DR: In this article, the authors considered the filtering design problem for discrete-time Markov jump linear systems (MJLS) under the assumption that the transition probabilities are not completely known.