Title :
Stabilizing control of discrete systems with jump Markov parameters
Author_Institution :
Dept. of Electr. Eng., Arkansas Univ., Fayetteville, AR, USA
Abstract :
A controller is presented for stabilizing linear, discrete-time systems with discrete-time, discrete state jump Markov parameters. Under the conditions given, the controller is shown to be stabilizing in the mean-square-exponential sense. These results can be extended in a straightforward manner to stabilize systems with additive white noises. The calculation of the control action involves the finite-time solution of a set of Riccati-like equations as opposed to the use of infinite-horizon solutions of the same equations in previous designs
Keywords :
Markov processes; discrete systems; stability; Riccati-like equations; additive white noises; discrete state jump Markov parameters; discrete-time parameters; discrete-time systems; finite-time solution; infinite-horizon solutions; linear systems; mean-square-exponential stability; stabilization; Control systems; Discrete time systems; Infinite horizon; Nonlinear systems; Regulators; Riccati equations; Stability; State estimation; Steady-state; Symmetric matrices;
Conference_Titel :
Decision and Control, 1988., Proceedings of the 27th IEEE Conference on
Conference_Location :
Austin, TX
DOI :
10.1109/CDC.1988.194662
