This paper studies the quadratic optimal control problem for the discrete-time switched linear stochastic system with nonautonomous subsystems perturbed by Gaussian random noises. The goal is to jointly design a deterministic switching sequence and a continuous feedback law to minimize the expectation of a finite-horizon quadratic cost function. Both the value function and the optimal control s...

A novel state dependent control approach for discrete-time nonlinear systems with general performance criteria is presented. This controller is robust for unstructured model uncertainties, resilient against bounded feedback control gain perturbations in achieving optimality for general performance criteria to secure quadratic optimality with inherent asymptotic stability property together with ...

This paper discusses a generalized quadratic stabilization problem for a class of discrete-time singular systems with time-delay and nonlinear perturbation (DSSDP), which the satisfies Lipschitz condition. By means of the S-procedure approach, necessary and sufficient conditions are presented via a matrix inequality such that the control system is generalized quadratically stabilizable. An expl...

This paper studies the problems of quadratic stabilization and H∞ control for a class of multi-time-delay uncertain discrete systems. Suppose that the time-varying uncertain parameters are norm-bounded, but not required to satisfy strict matched conditions, state and input for the system are both with multi-time-delay. New sufficient conditions of quadratic stabilization and H∞ control are give...

esses etc, can be appropriately described by the switched model [3-8]. In this paper, we proposed an innovative representation modeling of the Takagi-Sugeno (T-S) fuzzy switched discrete-time system. The simulation of stability analysis methods based on Lyapunov stability theorem to study the stability and switching law design for the T-S fuzzy switched discrete-time systems. Sufficient conditi...

a memory control for t-s fuzzy discrete-time systems with sto- chastic input delay is proposed in this paper. dierent from the common assumptions on the time delay in the existing literatures, it is assumed in this paper that the delays vary randomly and satisfy some probabilistic dis- tribution. a new state space model of the discrete-time t-s fuzzy system is derived by introducing some stocha...

We study a class of time-domain decomposition-based methods for the numerical solution of large-scale linear quadratic optimal control problems. Our methods are based on a multiple shooting reformulation of the linear quadratic optimal control problem as a discrete-time optimal control (DTOC) problem. The optimality conditions for this DTOC problem lead to a linear block tridiagonal system. The...