Second moment constraints and the control problem of Markov jump linear systems
Copyright policy )Second moment constraints and the control problem of Markov jump linear systems
SUMMARYThis paper addresses the optimal solution for the regulator control problem of Markov jump linear systems subject to second moment constraints. We can characterize and obtain the solution explicitly using linear matrix inequalities techniques. The constraints are imposed on the second moment of both the system state and control vector, and the optimal solution is obtained in a computable form. To illustrate the usefulness of the approach, specially that for systems subject to abrupt variations and physical limitations, we present an application for one joint of the European Robotic Arm. Copyright © 2012 John Wiley & Sons, Ltd.
Linear matrix inequalities, Feedback control, optimal stochastic control, Markov chains (discrete-time Markov processes on discrete state spaces), Constrained control, Linear systems in control theory, Linear-quadratic optimal control problems, Markov jump systems, Optimal stochastic control, Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems), Jump processes, constrained control, Linear-quadratic problems, linear-quadratic problem
Linear matrix inequalities, Feedback control, optimal stochastic control, Markov chains (discrete-time Markov processes on discrete state spaces), Constrained control, Linear systems in control theory, Linear-quadratic optimal control problems, Markov jump systems, Optimal stochastic control, Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems), Jump processes, constrained control, Linear-quadratic problems, linear-quadratic problem
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