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

2002 ◽  
Author(s):  
G. Kalmanovich ◽  
A.H. Haddad
Keyword(s):  
Linear Systems ◽  
Gain Control ◽  
Jump Linear Systems ◽  
Discrete State ◽  
Optimal Constant ◽  
State Uncertainty

scholarly journals Optimal Switching Synthesis for Jump Linear Systems With Gaussian Initial State Uncertainty

2014 ◽  
Author(s):  
Kooktae Lee ◽  
Raktim Bhattacharya
Keyword(s):  
Linear Systems ◽  
Measurement Errors ◽  
Wasserstein Distance ◽  
Optimal Switching ◽  
Initial State ◽  
Jump Linear Systems ◽  
Switching Sequence ◽  
Mean Square Stability ◽  
State Uncertainty ◽  
The Mean

This paper provides a method to design an optimal switching sequence for jump linear systems with given Gaussian initial state uncertainty. In the practical perspective, the initial state contains some uncertainties that come from measurement errors or sensor inaccuracies and we assume that the type of this uncertainty has the form of Gaussian distribution. In order to cope with Gaussian initial state uncertainty and to measure the system performance, Wasserstein metric that defines the distance between probability density functions is used. Combining with the receding horizon framework, an optimal switching sequence for jump linear systems can be obtained by minimizing the objective function that is expressed in terms of Wasserstein distance. The proposed optimal switching synthesis also guarantees the mean square stability for jump linear systems. The validations of the proposed methods are verified by examples.

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