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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

H-2-control and the separation principle for discrete-time jump systems with the Markov chain in a general state space

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Author(s):
Figueiredo, Danilo Zucolli ; do Valle Costa, Oswaldo Luiz
Total Authors: 2
Document type: Journal article
Source: INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE; v. 48, n. 13, p. 2728-2741, 2017.
Web of Science Citations: 2
Abstract

This paper deals with the H-2 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 http://www.w3.org/1999/xlink. It is assumed that the controller has access only to an output variable and to the jump parameter. The goal, in this case, is to design a dynamic Markov jump controller such that the H-2-norm of the closed-loop system is minimised. It is shown that the H-2-norm can be written as the sum of two H-2-norms, such that one of them does not depend on the control, and the other one is obtained from the optimal filter for an infinite-horizon filtering problem. This result can be seen as a separation principle for MJLS with Markov chain in a Borel space http://www.w3.org/1999/xlink considering the infinite time horizon case. (AU)

FAPESP's process: 14/50279-4 - Brasil Research Centre for Gas Innovation
Grantee:Julio Romano Meneghini
Support type: Research Grants - Research Centers in Engineering Program
FAPESP's process: 14/50851-0 - INCT 2014: National Institute of Science and Technology for Cooperative Autonomous Systems Applied in Security and Environment
Grantee:Marco Henrique Terra
Support type: Research Projects - Thematic Grants