Research areas
- Markov jump linear systems (MJLS): stability theory, control, filtering
- Stochastic systems with countable Markov state (extensions of CFM theory)
- Coupled algebraic Riccati equations and operator-theoretic methods
- H_∞-control of switching systems
- Mathematical control theory and applications to engineering
Key papers
- costa-fragoso-marques-mjls-textbook — Discrete-Time Markov Jump Linear Systems, Springer 2005. Co-authored with Oswaldo L. V. Costa and Ricardo P. Marques. The canonical reference on MJLS theory.
Recent work
(unpopulated — add as additional papers are ingested)
Collaborators
- oswaldo-costa — long-term co-author on MJLS theory; together they have extended the discrete-time finite-state results to countable-state and continuous-time settings.
- ricardo-marques — co-author on the Springer textbook.
- The Brazilian control-theory community at LNCC, IMPA, and USP.
My notes
Marcelo Fragoso’s distinctive contribution to the MJLS literature is the extension of the operator-theoretic stability framework to countable-state Markov chains, where (per CFM Remark 3.12, ref [67]) the equivalence between mean square stability and stochastic stability breaks down. His work with Costa established that the MSS framework based on the H^n operator T is the right discrete-time analogue of the continuous-time MJLS theory developed in the 1970s–1990s.