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Tytuł artykułu

On the discrete time-varying JLQG problem

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Języki publikacji
EN
Abstrakty
EN
In the present paper optimal time-invariant state feedback controllers are designed for a class of discrete time-varying control systems with Markov jumping parameter and quadratic performance index. We assume that the coefficients have limits as time tends to infinity and the boundary system is absolutely observable and stabilizable. Moreover, following the same line of reasoning, an adaptive controller is proposed in the case when system parameters are unknown but their strongly consistent estimators are available.
Twórcy
autor
  • Department of Automatic Control, Silesian University of Technology ul. Akademicka 16, 44-101 Gliwice, Poland
  • Department of Automatic Control, Silesian University of Technology ul. Akademicka 16, 44-101 Gliwice, Poland
Bibliografia
  • [1] Abou-Kandil H., Freiling G. and Jank G. (1994): Solution and asymptotic behavior of coupled Riccati equations in jump linear systems. - IEEE Trans. Automat. Contr., Vol. 39, No. 8, pp. 1631-1636.
  • [2] Abou-Kandil H., Freiling G. and Jank G. (1995): On the solution of discrete-time Markovian jump linear quadratic control problems. - Automatica, Vol. 31, No. 5, pp. 765-768.
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  • [4] Costa O.L.V. and Fragoso M.D. (1995): Discrete-time LQoptimal control problems for infinite Markov jump parameter systems. - IEEE Trans. Automat. Contr., Vol. 40, No. 12, pp. 2076-2088.
  • [5] Chizeck H.J., Willsky A.S. and Castanon D. (1986): Discretetime Markovian-jump linear quadratic optimal control. - Int. J. Contr., Vol. 43, No. 1, pp. 213-231.
  • [6] Czornik A. (1998): On time-varying LQG. - Prep. IFAC Conf. System Structure and Control, France, Nantes, pp. 427-432.
  • [7] Czornik A. (1999): On discrete-time linear quadratic-control. - Syst. Contr. Lett., Vol. 36, No. 2, pp. 101-107.
  • [8] Czornik A. (2000): Continuity of the solution of the Riccati equations for continuous time JLQP. - IEEE Trans. Automat. Contr., Vol. 45, No. 5, pp. 934-937.
  • [9] Czornik A. (2002): Adaptive control for jump linear system with quadratic cost. - Int. J. Adapt. Contr. Signal Process., (submitted).
  • [10] Czornik A. and Świerniak A. (2001): On the discrete JLQ and JLQG problems. - Nonlin. Anal., Vol. 47, No. 1, pp. 423-434.
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  • [13] Ghosh M.K. (1995): A note on an LQG regulator with Markovian switching and pathwise average cost. - IEEE Trans. Automat. Contr., Vol. 40, No. 2, pp. 1919-1921.
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  • [15] Griffiths B.E. and Loparo K. (1985): Optimal control of jumplinear gaussian systems. - Int. J. Contr., Vol. 42, No. 4, pp. 791-819.
  • [16] Ji Y. and Chizeck H.J. (1988): Controllability, observability and discrete-time markovian jump linear quadratic control. - Int. J. Contr., Vol. 48, No. 2, pp. 481-498.
  • [17] Ji Y. and Chizeck H.J. (1989): Optimal quadratic control of jump linear systems with separately controlled transition probabilities. - Int. J. Contr., Vol. 49, No. 2, pp. 481-491.
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Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-BPZ1-0001-0019
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