DocumentCode
581903
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
fYear
2012
fDate
25-27 July 2012
Firstpage
2220
Lastpage
2223
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (CCC), 2012 31st Chinese
Conference_Location
Hefei
ISSN
1934-1768
Print_ISBN
978-1-4673-2581-3
Type
conf
Filename
6390292
Link To Document