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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.)

The linear quadratic optimal control problem for discrete-time Markov jump linear singular systems

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Chavez-Fuentes, Jorge R. [1] ; Costa, Eduardo F. [2] ; Terra, Marco H. [3] ; Rocha, Kaio D. T. [3]
Total Authors: 4
[1] Pontificia Univ Catolica Peru, Dept Sci, Lima 15088 - Peru
[2] Univ Sao Paulo, Inst Ciencias Matemat & Comp, Dept Matemat Aplicada & Estat, BR-13566590 Sao Carlos, SP - Brazil
[3] Univ Sao Paulo, Sao Carlos Sch Engn, Dept Elect & Comp Engn, BR-13566590 Sao Carlos, SP - Brazil
Total Affiliations: 3
Document type: Journal article
Source: AUTOMATICA; v. 127, MAY 2021.
Web of Science Citations: 0

In this paper, we address the linear quadratic optimal control problem for discrete-time Markov jump linear singular systems. The results are obtained under conditions that bring some additional structure to the quite general and complex class of systems being considered. The approach involves base transformations and restricts the control actions into an appropriate subspace to ensure regularity of the closed-loop system. Both finite and infinite time horizon problems are considered. The results are evaluated by means of an example. (C) 2021 Elsevier Ltd. All rights reserved. (AU)

FAPESP's process: 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry
Grantee:José Alberto Cuminato
Support type: Research Grants - Research, Innovation and Dissemination Centers - RIDC
FAPESP's process: 17/20934-9 - Filtering and control of jump parameter systems
Grantee:Eduardo Fontoura Costa
Support type: Regular Research Grants
FAPESP's process: 17/16346-4 - Communication network fault tolerant control for coordinated movement of heterogeneous robots
Grantee:Kaio Douglas Teófilo Rocha
Support type: Scholarships in Brazil - Doctorate (Direct)
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