Path-by-Path Optimal Control of Switched and Markovian Jump Linear Systems

被引：0

作者：

Lee, Ji-Woong ^{[1
]}

Dullerud, Geir E. ^{[2
]}

Khargonekar, Pramod P. ^{[3
]}

机构：

[1] Penn State Univ, Dept Elect Engn, University Pk, PA 16802 USA

[2] Univ Illinois, Dept Mech Sci & Engn, Urbana, IL 61801 USA

[3] Univ Florida, Engn Coll, Gainesville, FL 32611 USA

来源：

47TH IEEE CONFERENCE ON DECISION AND CONTROL, 2008 (CDC 2008) | 2008年

关键词：

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A receding-horizon-type LQG control problem for switched linear systems is proposed and applied to the case of Markov switching. The objective is to determine a linear dynamic output feedback control law that minimizes a finite-horizon quadratic cost over all admissible future switching paths subject to almost sure uniform stability of the closed-loop system. A solution is determined by running a series of semidefinite programs offline until a saturation in achievable performance is reached.

引用

页码：5324 / 5329

页数：6

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