Gradient-based optimization techniques for the design of static controllers for Markov jump linear systems with unobservable modes

Autor(es)

Vargas, Alessandro N. ^{[1, 2]} ; Bortolin, Daiane C. ^[3] ; Costa, Eduardo F. ^[3] ; do Val, Joao B. R. ^[4]

Afiliação do(s) autor(es)

^[1] UTFPR, BR-86300000 Cornelio Procopio, PR - Brazil

^[2] Basque Ctr Appl Math, E-48009 Bilbao, Vizcaya - Spain

^[3] Univ Sao Paulo, Dept Matemat Aplicada & Estat, BR-13560970 Sao Carlos, SP - Brazil

^[4] Univ Estadual Campinas UNICAMP, FEEC DT, BR-13083852 Campinas, SP - Brazil

• Tipo de documento: Artigo Científico
• Fonte: INTERNATIONAL JOURNAL OF NUMERICAL MODELLING-ELECTRONIC NETWORKS DEVICES AN; v. 28, n. 3, p. 239-253, MAY-JUN 2015.
• Citações Web of Science: 1

Resumo

The paper formulates the static control problem of Markov jump linear systems, assuming that the controller does not have access to the jump variable. We derive the expression of the gradient for the cost motivated by the evaluation of 10 gradient-based optimization techniques. The numerical efficiency of these techniques is verified by using the data obtained from practical experiments. The corresponding solution is used to design a scheme to control the velocity of a real-time DC motor device subject to abrupt power failures. Copyright (c) 2014 John Wiley \& Sons, Ltd. (AU)

• Processo FAPESP: 03/06736-7 - Controle e filtragem de sistemas estocásticos markovianos com saltos nos parâmetros
• Beneficiário: João Bosco Ribeiro do Val
• Modalidade de apoio: Auxílio à Pesquisa - Temático
• Processo FAPESP: 04/06947-0 - Sistemas lineares sujeitos a saltos markovianos: estabilidade e controle com observacao incompleta da cadeia.
• Beneficiário: Alessandro Do Nascimento Vargas
• Modalidade de apoio: Bolsas no Brasil - Doutorado