Gradient-based optimization techniques for the design of static controllers for Markov jump linear systems with unobservable modes

Author(s)

Vargas, Alessandro N. ^{[1, 2]} ; Bortolin, Daiane C. ^[3] ; Costa, Eduardo F. ^[3] ; do Val, Joao B. R. ^[4]

Affiliation

^[1] UTFPR, BR-86300000 Cornelio Procopio, PR - Brazil

^[2] Basque Ctr Appl Math, E-48009 Bilbao, Vizcaya - Spain

^[3] Univ Sao Paulo, Dept Matemat Aplicada & Estat, BR-13560970 Sao Carlos, SP - Brazil

^[4] Univ Estadual Campinas UNICAMP, FEEC DT, BR-13083852 Campinas, SP - Brazil

• Document type: Journal article
• Source: INTERNATIONAL JOURNAL OF NUMERICAL MODELLING-ELECTRONIC NETWORKS DEVICES AN; v. 28, n. 3, p. 239-253, MAY-JUN 2015.
• Web of Science Citations: 1

Abstract

The paper formulates the static control problem of Markov jump linear systems, assuming that the controller does not have access to the jump variable. We derive the expression of the gradient for the cost motivated by the evaluation of 10 gradient-based optimization techniques. The numerical efficiency of these techniques is verified by using the data obtained from practical experiments. The corresponding solution is used to design a scheme to control the velocity of a real-time DC motor device subject to abrupt power failures. Copyright (c) 2014 John Wiley \& Sons, Ltd. (AU)

• FAPESP's process: 03/06736-7 - Control and filtering of Markovian jumping parameters stochastic systems
• Grantee: João Bosco Ribeiro do Val
• Support Opportunities: Research Projects - Thematic Grants