| Full text | |
| Author(s): |
Total Authors: 2
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| Affiliation: | [1] Univ Sao Paulo, Escola Politecn, Dept Engn Telecomunicacoes & Controle, BR-05508010 Sao Paulo - Brazil
Total Affiliations: 1
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| Document type: | Journal article |
| Source: | AUTOMATICA; v. 66, p. 73-84, APR 2016. |
| Web of Science Citations: | 5 |
| Abstract | |
This paper deals with the finite horizon quadratic optimal control problem of discrete-time Markov jump linear systems (MJLS) considering the case in which the Markov chain takes values in a general Borel space 4. It is assumed that the controller has access to an output variable as well as the jump parameter. The goal is to design a dynamic Markov jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. It is shown that an optimal controller can be obtained from two 4-coupled difference Riccati equations, one associated to a filtering problem and the other one associated to a control problem in which the state variable is fully available. By s-coupled it is meant that the difference Riccati equations are coupled via an integral over 4. This result, which can be seen as a separation principle for discrete-time MJLS, generalizes previous ones that were restricted to the Markov chain taking values in a finite set. (C) 2015 Elsevier Ltd. All rights reserved. (AU) | |
| FAPESP's process: | 14/50279-4 - Brasil Research Centre for Gas Innovation |
| Grantee: | Julio Romano Meneghini |
| Support Opportunities: | Research Grants - Research Centers in Engineering Program |