Title :
Control of discrete-time Markovian jump linear systems subject to partially observed chains
Author :
Cerri, Joao P. ; Terra, M.H.
Author_Institution :
Electr. Eng. Dept., Univ. of Sao Paulo at Sao Carlos, Sao Carlos, Brazil
Abstract :
This paper deals with regulation of discrete-time Markovian jump linear systems (DMJLS) when the states of the Markov chain are partially observed. The control algorithm proposed is obtained from the combination of standard and robust approaches. The solution provided is based on recursive Riccati equations. A numerical example is shown to illustrate the effectiveness of the regulator proposed.
Keywords :
Markov processes; Riccati equations; controllers; discrete time systems; linear systems; DMJLS control; Markov chain states; control algorithm; discrete-time Markovian jump linear systems; partially observed chains; recursive Riccati equations; Linear systems; Markov processes; Minimization; Regulators; Robustness; Standards; Uncertainty; Discrete-time control; Markovian systems; robust regulator; standard regulator;
Conference_Titel :
American Control Conference (ACC), 2012
Conference_Location :
Montreal, QC
Print_ISBN :
978-1-4577-1095-7
Electronic_ISBN :
0743-1619
DOI :
10.1109/ACC.2012.6315203
