- Tytuł:
- Discrete-time Markovian jump linear systems
- Autorzy:
-
Szajowski, K.
Koning, W. - Powiązania:
- https://bibliotekanauki.pl/articles/205971.pdf
- Data publikacji:
- 1998
- Wydawca:
- Polska Akademia Nauk. Instytut Badań Systemowych PAN
- Tematy:
-
proces Markowa
sterowanie optymalne
układ optymalny liniowy
delayed observation
detectability
jump linear systems
Markov chain
optimal control
stabilizability - Opis:
- The paper considers a problem of optimal control of a linear system with the parameters dependent on the states of a Markov chain. The cost criterion is quadratic in the controls and states of the system. The criterion parameters also depend on the states of the Markov chain. Two models of observation of the Markov chain are adopted - delay for one step and no delay. It is shown that under appopriate mean square detectability and stabilizability conditions the infinite horizon optimal control problem for the general case of Markovian jump linear quadratic systems has a unigue mean square stabilizing solution. Necessary and sufficient conditions are given to determine if a system is mean square stabilizable.
- Źródło:
-
Control and Cybernetics; 1998, 27, 1; 63-80
0324-8569 - Pojawia się w:
- Control and Cybernetics
- Dostawca treści:
- Biblioteka Nauki
Artykuł