scholarly journals Asynchronous Stochastic Controller Design for a Class of Markov Jump Linear Systems

2018 ◽  
Vol 12 (2) ◽  
pp. 41-51
Author(s):  
Mona Faraji-Niri ◽  
Mohammad Reza Jahed Motlagh ◽  
◽  
Keyword(s):  
Linear Systems ◽  
Controller Design ◽  
Markov Jump ◽  
Jump Linear Systems ◽  
Markov Jump Linear Systems ◽  
Stochastic Controller

Asynchronous quadratic control for constrained hidden markov jump linear systems with incomplete MTPM and MOCPM

2021 ◽  
Author(s):  
Jin Zhu ◽  
Kai Xia ◽  
Geir E Dullerud
Keyword(s):  
Linear Systems ◽  
Controller Design ◽  
Hidden Markov ◽  
Transition Probability ◽  
Original System ◽  
Transition Probability Matrix ◽  
Markov Jump ◽  
Jump Linear Systems ◽  
Weighting Matrix ◽  
Markov Jump Linear Systems

Abstract This paper investigates the quadratic optimal control problem for constrained Markov jump linear systems with incomplete mode transition probability matrix (MTPM). Considering original system mode is not accessible, observed mode is utilized for asynchronous controller design where mode observation conditional probability matrix (MOCPM), which characterizes the emission between original modes and observed modes is assumed to be partially known. An LMI optimization problem is formulated for such constrained hidden Markov jump linear systems with incomplete MTPM and MOCPM. Based on this, a feasible state-feedback controller can be designed with the application of free-connection weighting matrix method. The desired controller, dependent on observed mode, is an asynchronous one which can minimize the upper bound of quadratic cost and satisfy restrictions on system states and control variables. Furthermore, clustering observation where observed modes recast into several clusters, is explored for simplifying the computational complexity. Numerical examples are provided to illustrate the validity.

H∞ State-Feedback Control for Semi-Markov Jump Linear Systems With Time-Varying Delays

2013 ◽  
Vol 135 (4) ◽  
Author(s):  
Ji Huang ◽  
Yang Shi
Keyword(s):  
Linear Systems ◽  
State Feedback ◽  
Controller Design ◽  
State Feedback Control ◽  
Linear Matrix ◽  
Sufficient Condition ◽  
Time Varying ◽  
Markov Jump ◽  
Jump Linear Systems ◽  
Markov Jump Linear Systems

Semi-Markov jump linear systems (S-MJLSs) are more general than Markov jump linear systems in modeling practical systems. This paper investigates the H∞ control problem for a class of semi-Markov jump linear systems with time-varying delays. The sojourn-time partition technique is firstly proposed for the delayed stochastic switching system. A sufficient condition for designing the state feedback controller is then established. Moreover, the sufficient condition is expressed as a set of linear matrix inequalities which can be readily solved. A numerical example illustrates the effectiveness of the proposed controller design technique.

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