DocumentCode :
114671
Title :
Optimal stabilizing controllers for discrete-time linear systems with Markovian jumping parameters under state measurements
Author :
Dragan, Vasile ; Costa, Eduardo F.
Author_Institution :
Inst. of Math. “Simion Stoilow”, Bucharest, Romania
fYear :
2014
fDate :
15-17 Dec. 2014
Firstpage :
1852
Lastpage :
1857
Abstract :
This paper studies the average cost problem for Markov jump linear system with observation of the jump variable, considering a quite general setup for the Markov chain, allowing for non-ergodic and periodic chains for example. A dynamic controller structure is taken into account, which can be computed quite easily based on the solution of two coupled algebraic Riccati equations. We consider the cases of perfect state measurements and imperfect state measurements (noisy observation of the variable x), leading respectively to a zero order controller and a controller with the dimension of its state space. A numerical, academic example is included to illustrate the results.
Keywords :
Markov processes; Riccati equations; discrete time systems; linear systems; optimal control; stability; state-space methods; Markov chain; Markov jump linear system; Markovian jumping parameters; coupled algebraic Riccati equations; discrete time linear systems; dynamic controller structure; imperfect state measurements; jump variable; nonergodic; optimal stabilizing controllers; periodic chains; state space; zero order controller; Aerospace electronics; Linear systems; Markov processes; Riccati equations; Tin; Vectors;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control (CDC), 2014 IEEE 53rd Annual Conference on
Conference_Location :
Los Angeles, CA
Print_ISBN :
978-1-4799-7746-8
Type :
conf
DOI :
10.1109/CDC.2014.7039668
Filename :
7039668
Link To Document :
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