Title :
Control of jump linear systems having semi-Markov sojourn times
Author :
Schwartz, Charles ; Haddad, Abraham H.
Author_Institution :
Northwestern Univ., Evanston, IL, USA
Abstract :
A jump linear system (JLS) is a linear differential equation with N possible sets of randomly jumping (switching) coefficients. The JLS model has many real-world physical and conceptual (e.g. economic) systems. The bulk of the JLS-research effort concerns pure-Markov JLS (MJLS). In this paper we consider the more general semi-Markov JLS (SMJLS). This paper also shows a new sub-optimal but tractable and parsimonious control design method for SMJLS, and a closed-loop stability test.
Keywords :
Markov processes; closed loop systems; control system synthesis; linear differential equations; linear systems; optimal control; stability; time-varying systems; closed-loop stability test; jump linear system control; linear differential equation; randomly jumping coefficients; semiMarkov sojourn times; suboptimal control design; Control design; Control systems; Linear systems; Random variables; Riccati equations; Stability; Stochastic processes; Switches; Symmetric matrices; Testing;
Conference_Titel :
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
Print_ISBN :
0-7803-7924-1
DOI :
10.1109/CDC.2003.1273049
