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

Autor(es)

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

Afiliação do(s) autor(es)

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

• Tipo de documento: Artigo Científico
• Fonte: INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL; OCT 2019.
• Citações Web of Science: 0

Resumo

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)

• Processo FAPESP: 14/50279-4 - Brasil Research Centre for Gas Innovation
• Beneficiário: Julio Romano Meneghini
• Modalidade de apoio: Auxílio à Pesquisa - Programa Centros de Pesquisa em Engenharia
• Processo FAPESP: 18/19388-2 - Controle de sistemas lineares com dinâmica sujeita a variações markovianas e informações parciais sobre o parâmetro de Markov
• Beneficiário: André Marcorin de Oliveira
• Modalidade de apoio: Bolsas no Brasil - Pós-Doutorado
• Processo FAPESP: 14/50851-0 - INCT 2014: Instituto Nacional de Ciência e Tecnologia para Sistemas Autônomos Cooperativos Aplicados em Segurança e Meio Ambiente
• Beneficiário: Marco Henrique Terra
• Modalidade de apoio: Auxílio à Pesquisa - Temático