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

Research output: Contribution to journalArticlepeer-review

22 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 languageEnglish
Article number109506
JournalAutomatica
Volume127
DOIs
StatePublished - May 2021

Keywords

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

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