| Full text | |
| Author(s): |
Vargas, Alessandro N.
;
Ishihara, Joao Y.
;
do Val, Joao B. R.
;
IEEE
Total Authors: 4
|
| Document type: | Journal article |
| Source: | 49TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC); v. N/A, p. 4-pg., 2010-01-01. |
| Abstract | |
This paper presents a suboptimal control strategy for the linear quadratic regulator problem of Markov jump linear systems subject to control in jumps. The system under study has a dual switching structure, in a manner that the system parameters jump according to both a Markov chain and a given switching control rule. The sub optimal control policy, derived via dynamic programming argument, relies on a special set of positive semidefinite matrices, in the sense that the number of elements of this set increases via a combinatorial step-by-step argument, applied at each time stage. An example is presented to illustrate the result. (AU) | |
| FAPESP's process: | 03/06736-7 - Control and filtering of Markovian jumping parameters stochastic systems |
| Grantee: | João Bosco Ribeiro do Val |
| Support Opportunities: | Research Projects - Thematic Grants |