Second moment constraints and the control problem of Markov jump linear systems

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Second moment constraints and the control problem of Markov jump linear systems

This paper addresses the optimal solution for the regulator control problem of Markov jump linear systems subject to second moment constraints. We can characterize and obtain the solution explicitly using linear matrix inequalities techniques. The constraints are imposed on the second moment of both the system state and control vector, and the optimal solution is obtained in a computable form. ...

متن کامل

Numerical method for solving optimal control problem of the linear differential systems with inequality constraints

In this paper, an efficient method for solving optimal control problems of the linear differential systems with inequality constraint is proposed. By using new adjustment of hat basis functions and their operational matrices of integration, optimal control problem is reduced to an optimization problem. Also, the error analysis of the proposed method is nvestigated and it is proved that the orde...

متن کامل

Robust H2 control of continuous-time Markov jump linear systems

This paper is concerned with the problem of designing robust H2 state-feedback controllers for continuous-time Markov jump linear systems subject to polytopic-type parameter uncertainty. Based on the parameter-dependent Lyapunov function approach, a new method for designing robust H2 controllers is presented in terms of solutions to a set of linear matrix inequalities. A numerical example is gi...

متن کامل

numerical method for solving optimal control problem of the linear differential systems with inequality constraints

in this paper, an efficient method for solving optimal control problemsof the linear differential systems with inequality constraint is proposed. by usingnew adjustment of hat basis functions and their operational matrices of integration,optimal control problem is reduced to an optimization problem. also, the erroranalysis of the proposed method is investigated and it is proved that the order o...

متن کامل

On the linear quadratic problem for systems with time reversed Markov jump parameters and the duality with filtering of Markov jump linear systems

We study a class of systems whose parameters are driven by a Markov chain in reverse time. A recursive characterization for the second moment matrix, a spectral radius test for mean square stability and the formulas for optimal control are given. Our results are determining for the question: is it possible to extend the classical duality between filtering and control of linear systems (whose ma...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Numerical Linear Algebra with Applications

سال: 2012

ISSN: 1070-5325

DOI: 10.1002/nla.1849