Path-by-path Lqg Control of Discrete-time Switched and Markovian Jump Linear Systems
نویسندگان
چکیده
LQG control problems for guaranteeing finite-horizon performance subject to stability are proposed for switched linear systems and Markovian jump linear systems in the discrete-time domain. Exact, convex synthesis conditions for dynamic output feedback controllers are expressed in terms of nested unions of linear matrix inequalities. Thus feedback solutions are obtained by solving semidefinite programs offline. The resulting controllers recall a finite number of past modes of the plant’s operation. Moreover, closed-loop stability does not require long control horizon.
منابع مشابه
Optimal Disturbance Attenuation for Discrete-Time Switched and Markovian Jump Linear Systems
An exact condition for uniform stabilization and disturbance attenuation for switched linear systems is given in the discrete-time domain via the union of an increasing family of linear matrix inequality conditions. Associated with each Markovian jump linear system is a switched linear system, so we obtain a necessary and sufficient condition for almost sure uniform stabilization and disturbanc...
متن کاملOptimal Output Regulation for Discrete-Time Switched and Markovian Jump Linear Systems
First, three different but related output regulation performance criteria for the linear time-varying system are defined in the discrete-time domain, namely, the peak impulse response, peak output variance, and average output variance per unit time. Then they are extended for switched linear systems and Markovian jump linear systems, and characterized by an increasing union of finite-dimensiona...
متن کاملA new switching strategy for exponential stabilization of uncertain discrete-time switched linear systems in guaranteed cost control problem
Uncertain switched linear systems are known as an important class of control systems. Performance of these systems is affected by uncertainties and its stabilization is a main concern of recent studies. Existing work on stabilization of these systems only provides asymptotical stabilization via designing switching strategy and state-feedback controller. In this paper, a new switching strate...
متن کاملSynchronization criteria for T-S fuzzy singular complex dynamical networks with Markovian jumping parameters and mixed time-varying delays using pinning control
In this paper, we are discuss about the issue of synchronization for singular complex dynamical networks with Markovian jumping parameters and additive time-varying delays through pinning control by Takagi-Sugeno (T-S) fuzzy theory.The complex dynamical systems consist of m nodes and the systems switch from one mode to another, a Markovian chain with glorious transition probabili...
متن کاملStochastic Optimal Tracking with Preview by State Feedback for Linear Continuous-Time Markovian Jump Systems
In this paper we study the stochastic optimal (LQG) tracking problems with preview for a class of linear continuous-time Markovian jump systems. The systems are described as continuous-time switching systems with Markovian mode transitions. Necessary and sufficient conditions for the solvability of our LQG tracking problems are given by coupled Riccati differential equations and coupled scalar ...
متن کامل