An iterative approach for the discrete-time dynamic control of Markov jump linear systems with partial information

Author(s)

Oliveira, Andre Marcorin ^[1] ; Costa, O. L. V. ^[1]

Affiliation

^[1] Univ Sao Paulo, Escola Politecn, Dept Engn Telecomunicacoes & Controle, Av Prof Luciano Gualberto Trav 3, 158, BR-05550801 Sao Paulo, SP - Brazil

• Document type: Journal article
• Source: INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL; OCT 2019.
• Web of Science Citations: 0

Abstract

The H-2, H-infinity and mixed H-2/H-infinity dynamic output feedback control of Markov jump linear systems in a partial observation context is studied through an iterative approach. By partial information, we mean that neither the state variable x(k) nor the Markov chain theta(k) are available to the controller. Instead, we assume that the controller relies only on an output y(k) and a measured variable theta<\^{}>(k) coming from a detector that provides the only information of the Markov chain theta(k). To solve the problem, we resort to an iterative method that starts with a state-feedback controller and solves at each iteration a linear matrix inequality optimization problem. It is shown that this iterative algorithm yields to a nonincreasing sequence of upper bound costs so that it converges to a minimum value. The effectiveness of the iterative procedure is illustrated by means of two examples in which the conservatism between the upper bounds and actual costs is significantly reduced. (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
• FAPESP's process: 18/19388-2 - Control of linear systems with dynamics subject to Markovian variations and partial information on the Markov parameter
• Grantee: André Marcorin de Oliveira
• Support Opportunities: Scholarships in Brazil - Post-Doctorate
• 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 Opportunities: Research Projects - Thematic Grants