Title :
Detection enhancement and control of jump-linear systems
Author :
Kalmanovich, G. ; Haddad, A.H.
Author_Institution :
Dept. of Electr. Eng. & Comput. Sci., Northwestern Univ., Evanston, IL, USA
Abstract :
Jump-linear systems are dynamic systems with abrupt switches among several linear models, conditioned on an underlying finite state Markov process. This paper is concerned with implementable control schemes for jump-linear systems when the discrete state is not directly observable. A stabilizability condition is discussed. Also, the feasibility of improving the control cost through more thorough probing of the system is considered
Keywords :
Markov processes; control system synthesis; linear systems; optimal control; stability; stochastic systems; control cost; discrete state; dynamic systems; finite state Markov process; implementable control schemes; jump-linear systems; stabilizability condition; Control systems; Costs; Filters; Linear systems; Markov processes; Stability; State estimation; State feedback; State-space methods; Switches;
Conference_Titel :
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
0-7803-2685-7
DOI :
10.1109/CDC.1995.478572
