Title :
Suboptimal regulators for discrete time jump linear system with time-multiplied performance index
Author :
Boukas, E.K. ; Liu, Z.K.
Author_Institution :
Dept. of Mech. Eng., Ecole Polytech. de Montreal, Que., Canada
Abstract :
This paper addresses the suboptimal regulator design problem of discrete-time jump linear system by using a time-multiplied performance index. For a given state feedback control with constant gain matrices, the time-multiplied performance index is derived and a necessary condition for such a control to minimize the time-multiplied cost is provided. A gradient-based algorithm to find a suboptimal control law is developed and some numerical results are given to show the usefulness of the theoretical results
Keywords :
control system synthesis; cost optimal control; discrete time systems; gradient methods; linear systems; matrix algebra; minimisation; performance index; stability; state feedback; stochastic systems; suboptimal control; constant gain matrices; discrete-time jump linear system; gradient-based algorithm; necessary condition; state feedback control; stochastic stability; suboptimal control law; suboptimal regulator design; time-multiplied cost minimization; time-multiplied performance index; Control systems; Cost function; Linear systems; Mechanical engineering; Optimal control; Performance analysis; Performance gain; Regulators; Stability; State feedback;
Conference_Titel :
American Control Conference, 2001. Proceedings of the 2001
Conference_Location :
Arlington, VA
Print_ISBN :
0-7803-6495-3
DOI :
10.1109/ACC.2001.945519
