Design of optimal servomechanisms for markovian jump linear systems
نویسنده
چکیده
In This paper we investigate the design of controllers, for discrete-time Markovian jump linear systems, that achieve optimal reference tracking in the presence of preview. In particular, given a reference sequence, we obtain the optimal control law for the fully observed case, while the output feedback case is also briefly discussed. We provide the optimal control law for the infinite and finite optimization-horizon cases. The optimal control policy consists of the additive contribution of two terms: a feedforward term and a feedback term which is identical to the standard LQR solution. We provide explicit formulas for computing the feedforward term, while establishing a comparison with the internal model principle.
منابع مشابه
New Approach to Exponential Stability Analysis and Stabilization for Delayed T-S Fuzzy Markovian Jump Systems
This paper is concerned with delay-dependent exponential stability analysis and stabilization for continuous-time T-S fuzzy Markovian jump systems with mode-dependent time-varying delay. By constructing a novel Lyapunov-Krasovskii functional and utilizing some advanced techniques, less conservative conditions are presented to guarantee the closed-loop system is mean-square exponentially stable....
متن کاملAlmost sure exponential stability of stochastic reaction diffusion systems with Markovian jump
The stochastic reaction diffusion systems may suffer sudden shocks, in order to explain this phenomena, we use Markovian jumps to model stochastic reaction diffusion systems. In this paper, we are interested in almost sure exponential stability of stochastic reaction diffusion systems with Markovian jumps. Under some reasonable conditions, we show that the trivial solution of stocha...
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 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 کاملOptimal Pseudo-Steady-State Estimators for Systems with Markovian Intermittent Measurements
A state estimator design is described for discrete time systems having observably intermittent measurements. A stationary Markov process is used to model probabilistic measurement losses. The stationarity of the Markov process suggests an analagous stationary estimator design related to the Markov states. A precomputable time-varying state estimator is proposed as an alternative to Kalman’s opt...
متن کامل