H<sub>∞</sub> Tracking with Preview for Linear Continuous-Time Markovian Jump Systems Including Infinite Horizon Case
نویسندگان
چکیده
منابع مشابه
Stochastic Optimal Tracking with Preview by State Feedback for Linear Continuous-Time Markovian Jump Systems
In this paper we study the stochastic optimal (LQG) tracking problems with preview for a class of linear continuous-time Markovian jump systems. The systems are described as continuous-time switching systems with Markovian mode transitions. Necessary and sufficient conditions for the solvability of our LQG tracking problems are given by coupled Riccati differential equations and coupled scalar ...
متن کاملStochastic Optimal Tracking with Preview by State Feedback for Linear Discrete-time Markovian Jump Systems
In this paper, we study the stochastic optimal tracking problems with preview for a class of linear discrete-time Markovian jump systems. The systems are described by the discrete-time switching systems with Markovian mode transitions. The necessary and sufficient conditions for the solvability of the optimal tracking problems are given by coupled Riccati difference equations with terminal cond...
متن کاملOutput Feedback H∞ Control of Continuous-time Infinite Markovian Jump Linear Systems via LMI Methods
The output feedback H∞ control is addressed for a class of continuous-time Markov jump linear systems with the Markov process taking values in an infinite countable set S. We consider that only an output and the jump parameters are available to the controller. Via a certain bounded real lemma, together with some extensions of Schur complements and of the projection lemma, a theorem which charac...
متن کاملOptimal Preview Control for a Class of Linear Continuous Stochastic Control Systems in the Infinite Horizon
This paper discusses the optimal preview control problem for a class of linear continuous stochastic control systems in the infinite horizon, based on the augmented error system method. Firstly, an assistant system is designed and the state equation is translated to the assistant system.Then, an integrator is introduced to construct a stochastic augmented error system. As a result, the tracking...
متن کاملMarkovian Jump Linear Systems
Abstract : In this paper we consider the mixed H /H -control problem for the class of discrete-time 2 _ linear systems with parameters subject to Markovian jumps (MJLS). It is assumed that both the state variable and the jump variable are available to the controller. The transition probability matrix may not be exactly known, but belongs to an appropriate convex set. For this controlled discret...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
سال: 2012
ISSN: 2188-4730,2188-4749
DOI: 10.5687/sss.2012.73