Title :
Optimal control for Markov jumping system with Constrained Control Input
Author :
Wu Yan Rui ; Wu You Li ; Fang Yang Wang ; Hu Shi Guo ; Zhang Yi Han
Author_Institution :
Coll. of Electr. & Inf. Eng., Shaanxi Univ. of Sci. & Technol. Xi´an, Xi´an, China
Abstract :
Based on stochastic maximum principle, the optimal control algorithm is proposed for Markov jump system with Constrained Control Input. With statistical linearization method, the parametes of the optimal controler can be achieved by solving a Riccati function. Finally the simulation examples are given to test and verify the function of optimal controller designed in this paper.
Keywords :
Markov processes; Riccati equations; control system synthesis; linearisation techniques; maximum principle; statistical analysis; stochastic systems; Markov jump system; Riccati function; constrained control input; optimal control algorithm; optimal controller design; optimal controller parameters; statistical linearization method; stochastic maximum principle; Abstracts; Algorithm design and analysis; Educational institutions; Electronic mail; Markov processes; Optimal control; Markov jumping system; stochastic maximum principle; stochastic optimal control;
Conference_Titel :
Control Conference (CCC), 2012 31st Chinese
Conference_Location :
Hefei
Print_ISBN :
978-1-4673-2581-3
