Abstract:
We study the optimal control of a class of singularly perturbed linear stochastic systems (SPLSS) with Markovian jumping parameters. After establishing an asymptotic stru...Show MoreMetadata
Abstract:
We study the optimal control of a class of singularly perturbed linear stochastic systems (SPLSS) with Markovian jumping parameters. After establishing an asymptotic structure for the stabilizing solution of the coupled stochastic algebraic Riccati equations (CSAREs), a parameter-independent composite controller is derived. Furthermore, the cost degradation in a reduced-order controller is also discussed.
Published in: 2015 54th IEEE Conference on Decision and Control (CDC)
Date of Conference: 15-18 December 2015
Date Added to IEEE Xplore: 11 February 2016
ISBN Information: