Algoritmos de controle para sistemas sujeitos a saltos markovianos.

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Author(s):	Ricardo Paulino Marques Total Authors: 1
Document type:	Doctoral Thesis
Press:	São Paulo.
Institution:	Universidade de São Paulo (USP). Escola Politécnica (EP/BC)
Defense date:	1997-05-05
Examining board members:	Oswaldo Luiz do Valle Costa; Marcelo Dutra Fragoso; Felipe Miguel Pait; Roberto Moura Sales; Pedro Aladar Tonelli
Advisor:	Oswaldo Luiz do Valle Costa
Abstract
This work deals with control algorithms for discrete-time Markovian jump linear systems. The following control problems are considered: linear-quadratic optimal control, H2 control, H-infinity control and mixed H2/H-infinity control. The latter two problems, for which a solution was not previously available in the literature, are approached via a recursive solution to the coupled algebraic Riccati equation and convex programming respectively. New theoretical results are presented and efficient computational algorithms for control design are proposed for the four problems. Design examples and computational simulations to illustrate the application of the proposed techniques are also presented. (AU)