On the Discrete Time–varying Jlqg Problem
نویسندگان
چکیده
In the present paper optimal time-invariant state feedback controllers are designed for a class of discrete time-varying control systems with Markov jumping parameter and quadratic performance index. We assume that the coefficients have limits as time tends to infinity and the boundary system is absolutely observable and stabilizable. Moreover, following the same line of reasoning, an adaptive controller is proposed in the case when system parameters are unknown but their strongly consistent estimators are available.
منابع مشابه
FINITE-TIME PASSIVITY OF DISCRETE-TIME T-S FUZZY NEURAL NETWORKS WITH TIME-VARYING DELAYS
This paper focuses on the problem of finite-time boundedness and finite-time passivity of discrete-time T-S fuzzy neural networks with time-varying delays. A suitable Lyapunov--Krasovskii functional(LKF) is established to derive sufficient condition for finite-time passivity of discrete-time T-S fuzzy neural networks. The dynamical system is transformed into a T-S fuzzy model with uncertain par...
متن کاملAdmissibility analysis for discrete-time singular systems with time-varying delays by adopting the state-space Takagi-Sugeno fuzzy model
This paper is pertained with the problem of admissibility analysis of uncertain discrete-time nonlinear singular systems by adopting the state-space Takagi-Sugeno fuzzy model with time-delays and norm-bounded parameter uncertainties. Lyapunov Krasovskii functionals are constructed to obtain delay-dependent stability condition in terms of linear matrix inequalities, which is dependent on the low...
متن کاملADAPTIVE FUZZY TRACKING CONTROL FOR A CLASS OF NONLINEAR SYSTEMS WITH UNKNOWN DISTRIBUTED TIME-VARYING DELAYS AND UNKNOWN CONTROL DIRECTIONS
In this paper, an adaptive fuzzy control scheme is proposed for a class of perturbed strict-feedback nonlinear systems with unknown discrete and distributed time-varying delays, and the proposed design method does not require a priori knowledge of the signs of the control gains.Based on the backstepping technique, the adaptive fuzzy controller is constructed. The main contributions of the paper...
متن کاملOptimal Finite-time Control of Positive Linear Discrete-time Systems
This paper considers solving optimization problem for linear discrete time systems such that closed-loop discrete-time system is positive (i.e., all of its state variables have non-negative values) and also finite-time stable. For this purpose, by considering a quadratic cost function, an optimal controller is designed such that in addition to minimizing the cost function, the positivity proper...
متن کاملOptimization of dependently controlled jump rates of JLQG problem
Jump Linear Quadratic Gaussian (JLQG) model is well studied due to its wide applications. However, JLQG with controlled jump rates are rarely researched, while the existing studies usually impose an assumption that jump rates are independent and separately controlled. In practical systems, their jump rates may not be independent of each other. In this paper, we consider a continuous-time JLQG m...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2002