Second moment constraints and the control problem of Markov jump linear systems
نویسندگان
چکیده
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. ...
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ژورنال
عنوان ژورنال: Numerical Linear Algebra with Applications
سال: 2012
ISSN: 1070-5325
DOI: 10.1002/nla.1849