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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.)

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

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Author(s):
Oliveira, Andre Marcorin [1] ; Costa, O. L. V. [1]
Total Authors: 2
Affiliation:
[1] Univ Sao Paulo, Escola Politecn, Dept Engn Telecomunicacoes & Controle, Av Prof Luciano Gualberto Trav 3, 158, BR-05550801 Sao Paulo, SP - Brazil
Total Affiliations: 1
Document type: Journal article
Source: INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL; v. 30, n. 2, p. 495-511, JAN 25 2020.
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) over cap (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 non-increasing 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 type: 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 type: 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 type: Research Projects - Thematic Grants