Numerical solution for the linear-quadratic control problem of Markov jump linear systems and a weak detectability concept | IEEE Conference Publication | IEEE Xplore

Numerical solution for the linear-quadratic control problem of Markov jump linear systems and a weak detectability concept


Abstract:

A method for solving the linear quadratic problem of Markov jump linear systems is developed in this paper, relying on the assumption of weak detectability. This concept ...Show More

Abstract:

A method for solving the linear quadratic problem of Markov jump linear systems is developed in this paper, relying on the assumption of weak detectability. This concept of detectability generalizes previous concepts relevant to this class of systems, and most importantly, it allows us to revisit the quadratic control problem. In the main result of the paper, we show for weakly detectable systems that the solution of the new method converges to the solution of the coupled algebraic Riccati equation if and only if the system is mean-square stabilizable.
Date of Conference: 04-07 September 2001
Date Added to IEEE Xplore: 27 April 2015
Print ISBN:978-3-9524173-6-2
Conference Location: Porto, Portugal

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