The linear quadratic optimal control problem for discrete-time Markov jump linear singular systems

Jorge R. Chávez-Fuentes; Eduardo F. Costa; Marco H. Terra; Kaio D.T. Rocha

doi:10.1016/j.automatica.2021.109506

The linear quadratic optimal control problem for discrete-time Markov jump linear singular systems

Jorge R. Chávez-Fuentes, Eduardo F. Costa, Marco H. Terra, Kaio D.T. Rocha

Sección de Matemáticas

Universidade de São Paulo

Research output: Contribution to journal › Article › peer-review

30 Scopus citations

Abstract

In this paper, we address the linear quadratic optimal control problem for discrete-time Markov jump linear singular systems. The results are obtained under conditions that bring some additional structure to the quite general and complex class of systems being considered. The approach involves base transformations and restricts the control actions into an appropriate subspace to ensure regularity of the closed-loop system. Both finite and infinite time horizon problems are considered. The results are evaluated by means of an example.

Original language	English
Article number	109506
Journal	Automatica
Volume	127
DOIs	https://doi.org/10.1016/j.automatica.2021.109506
State	Published - May 2021

Keywords

Discrete-time systems
Linear quadratic regulators
Markov jump linear singular systems
Regularity
Stability

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10.1016/j.automatica.2021.109506

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abstract = "In this paper, we address the linear quadratic optimal control problem for discrete-time Markov jump linear singular systems. The results are obtained under conditions that bring some additional structure to the quite general and complex class of systems being considered. The approach involves base transformations and restricts the control actions into an appropriate subspace to ensure regularity of the closed-loop system. Both finite and infinite time horizon problems are considered. The results are evaluated by means of an example.",

keywords = "Discrete-time systems, Linear quadratic regulators, Markov jump linear singular systems, Regularity, Stability",

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AU - Costa, Eduardo F.

AU - Terra, Marco H.

AU - Rocha, Kaio D.T.

PY - 2021/5

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N2 - In this paper, we address the linear quadratic optimal control problem for discrete-time Markov jump linear singular systems. The results are obtained under conditions that bring some additional structure to the quite general and complex class of systems being considered. The approach involves base transformations and restricts the control actions into an appropriate subspace to ensure regularity of the closed-loop system. Both finite and infinite time horizon problems are considered. The results are evaluated by means of an example.

AB - In this paper, we address the linear quadratic optimal control problem for discrete-time Markov jump linear singular systems. The results are obtained under conditions that bring some additional structure to the quite general and complex class of systems being considered. The approach involves base transformations and restricts the control actions into an appropriate subspace to ensure regularity of the closed-loop system. Both finite and infinite time horizon problems are considered. The results are evaluated by means of an example.

KW - Discrete-time systems

KW - Linear quadratic regulators

KW - Markov jump linear singular systems

KW - Regularity

KW - Stability

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The linear quadratic optimal control problem for discrete-time Markov jump linear singular systems

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Keywords

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