DocumentCode
2294760
Title
Optimal control for Markov jump system with constrained control input
Author
Yanrui Wu ; Youli Wu ; Yangwang Fang ; Shiguo Hu
Author_Institution
Coll. of Electr. & Inf. Eng., Shaanxi Univ. of Sci. & Technol., Xi´an, China
fYear
2012
fDate
6-8 July 2012
Firstpage
2142
Lastpage
2147
Abstract
Based on stochastic maximum principle, the optimal control algorithm is proposed for Markov jump system with complete information, further more, the method is extended to Markov jump system with incomplete information. The optimal controller design method is studied with statistical linearization method for Markov jump system with constrained control inputs. Finally the simulation examples are given to test and verify the function of optimal controller designed in this paper.
Keywords
Markov processes; constraint theory; control system synthesis; linearisation techniques; maximum principle; statistical analysis; stochastic systems; Markov jump system; constrained control input; incomplete information; optimal controller design method; statistical linearization method; stochastic maximum principle; Boundary conditions; Educational institutions; Equations; Markov processes; Optimal control; Vectors; Markov jump system; stochastic maximum principle; stochastic optimal control;
fLanguage
English
Publisher
ieee
Conference_Titel
Intelligent Control and Automation (WCICA), 2012 10th World Congress on
Conference_Location
Beijing
Print_ISBN
978-1-4673-1397-1
Type
conf
DOI
10.1109/WCICA.2012.6358230
Filename
6358230
Link To Document