论文信息 - Optimal constant gain control of jump-linear systems with discrete state uncertainty

Optimal constant gain control of jump-linear systems with discrete state uncertainty

Jump-linear systems are dynamic systems with abrupt switches among several linear models, conditioned on an underlying finite state Markov process. This paper is concerned with optimal control of jump-linear systems when the discrete Markov process is not directly observable. Necessary conditions for optimality are found and a local algorithm to obtain such solutions is derived.<<ETX>>

Abderrahmane Haddad | G. Kalmanovich

[1] K. Loparo,et al. Optimal control of unknown parameter systems , 1989 .

[2] M. Mariton,et al. Non-switching control strategies for continuous-time jump linear quadratic systems , 1985, 1985 24th IEEE Conference on Decision and Control.

[3] Jitendra Tugnait. Detection and estimation for abruptly changing systems , 1981, CDC 1981.

[4] Y. Bar-Shalom,et al. The interacting multiple model algorithm for systems with Markovian switching coefficients , 1988 .

[5] M. Vidyasagar,et al. Algebraic design techniques for reliable stabilization , 1982 .

[6] John R. Broussard,et al. An algorithm for simultaneous stabilization using decentralized constant gain output feedback , 1993, IEEE Trans. Autom. Control..

[7] W. Wonham. Random differential equations in control theory , 1970 .

[8] H. Chizeck,et al. Jump Linear Quadratic Gaussian Control in Continuous Time , 1991, 1991 American Control Conference.

[9] A. Haddad,et al. Nonlinear Filtering Schemes for Continuous-time Stochastic Hybrid Systems , 1993 .

[10] Barry E. Griffiths,et al. Optimal control of jump-linear gaussian systems† , 1985 .

[11] Kenneth A. Loparo,et al. Nonlinear filtering for systems with random structure , 1986 .