Linear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping times

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dc.contributor.authorNespoli, Cristiane
dc.contributor.authorZúñiga, Yusef R. C.
dc.contributor.authorDo Val, João Bosco R.
dc.contributor.institutionUniversidade Estadual Paulista (Unesp)
dc.contributor.institutionUniversidade Estadual de Campinas (UNICAMP)
dc.date.accessioned2014-05-27T11:21:43Z
dc.date.available2014-05-27T11:21:43Z
dc.date.issued2005-12-01
dc.description.abstractThe linear quadratic Gaussian control of discrete-time Markov jump linear systems is addressed in this paper, first for state feedback, and also for dynamic output feedback using state estimation. in the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (T N), or the occurrence of a crucial failure event (τ δ), after which the system paralyzed. From the constructive method used here a separation principle holds, and the solutions are given in terms of a Kalman filter and a state feedback sequence of controls. The control gains are obtained by recursions from a set of algebraic Riccati equations for the former case or by a coupled set of algebraic Riccati equation for the latter case. Copyright © 2005 IFAC.en
dc.description.affiliationUniv. Est. Paulista, C.P. 467, 19060-900, Pres. Prudente, SP
dc.description.affiliationFEEC Univ. Est. de Campinas, C.P. 6101, 13081-970, Campinas, SP
dc.format.extent25-30
dc.identifierhttp://dx.doi.org/10.3182/20050703-6-CZ-1902.00356
dc.identifier.citationIFAC Proceedings Volumes (IFAC-PapersOnline), v. 16, p. 25-30.
dc.identifier.doi10.3182/20050703-6-CZ-1902.00356
dc.identifier.issn1474-6670
dc.identifier.lattes6948253798952881
dc.identifier.orcid0000-0002-0690-0857
dc.identifier.scopus2-s2.0-79960736892
dc.identifier.urihttp://hdl.handle.net/11449/68594
dc.language.isoeng
dc.relation.ispartofIFAC Proceedings Volumes (IFAC-PapersOnline)
dc.rights.accessRightsAcesso aberto
dc.sourceScopus
dc.subjectMarkov models
dc.subjectState and output feedback control
dc.subjectStopping times
dc.subjectAlgebraic Riccati equations
dc.subjectConstructive methods
dc.subjectControl gains
dc.subjectCoupled set
dc.subjectDiscrete-time
dc.subjectDynamic output feedback
dc.subjectFailure events
dc.subjectLinear quadratic Gaussian control
dc.subjectMarkov jump linear systems
dc.subjectMarkov model
dc.subjectOutput feedback controls
dc.subjectRecursions
dc.subjectSeparation principle
dc.subjectStopping time
dc.subjectAlgebra
dc.subjectAutomation
dc.subjectControl
dc.subjectLinear systems
dc.subjectMarkov processes
dc.subjectRiccati equations
dc.subjectRobustness (control systems)
dc.subjectState feedback
dc.subjectDiscrete time control systems
dc.titleLinear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping timesen
dc.typeTrabalho apresentado em evento
unesp.author.lattes6948253798952881[1]
unesp.author.orcid0000-0002-0690-0857[1]

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