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

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

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

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

Sección de Matemáticas

Universidade de São Paulo

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

35 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	Spanish
Journal	Automatica
Volume	127
State	Published - 1 May 2021

Cite this

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title = "The linear quadratic optimal control problem for discrete-time Markov jump linear singular systems",

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.",

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AU - Chávez-Fuentes, Jorge R.

AU - Costa, Eduardo F.

AU - Terra, M. H.

AU - Rocha, Kaio D.T.

PY - 2021/5/1

Y1 - 2021/5/1

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.

M3 - Artículo

SN - 0005-1098

VL - 127

JO - Automatica

JF - Automatica

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