Abstract:
This paper presents a suboptimal control strategy for the linear quadratic regulator problem of Markov jump linear systems subject to control in jumps. The system under s...Show MoreMetadata
Abstract:
This paper presents a suboptimal control strategy for the linear quadratic regulator problem of Markov jump linear systems subject to control in jumps. The system under study has a dual switching structure, in a manner that the system parameters jump according to both a Markov chain and a given switching control rule. The suboptimal control policy, derived via dynamic programming argument, relies on a special set of positive semidefinite matrices, in the sense that the number of elements of this set increases via a combinatorial step-by-step argument, applied at each time stage. An example is presented to illustrate the result.
Published in: 49th IEEE Conference on Decision and Control (CDC)
Date of Conference: 15-17 December 2010
Date Added to IEEE Xplore: 22 February 2011
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