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标题：Linear Quadratic Optimal Control for Discrete-time Markov Jump Linear Systems∗
作者：Han, Chunyan ;Li, Hongdan ;Wang, Wei ;Zhang, Huanshui
通讯作者：Zhang, Huanshui
作者机构：[Han, Chunyan ] School of Electrical Engineering, University of Jinan, Jinan Shandong; 250022, China;[Li, Hongdan ;Wang, Wei ;Zhang, Huanshui ] School 更多
会议名称：14th IEEE International Conference on Control and Automation, ICCA 2018
会议日期：June 12, 2018 - June 15, 2018
来源：IEEE International Conference on Control and Automation, ICCA
出版年：2018
卷：2018-June
页码：769-774
DOI：10.1109/ICCA.2018.8444285
摘要：This paper mainly investigates the optimal control problem for the linear discrete-time Markov jump system. The general case for the finite-horizon optimal control is considered, where the input weighting matrix in the performance index is just required to be positive semi-definite. This relaxes the constraint imposed on the control problem greatly. A necessary and sufficient condition for the existence of the optimal controller is developed for the first time based on a set of coupled difference Riccati equations (CDRE), which is easily verifiable. And an explicit solution to the controller is given. One of the key techniques is to solve a forward and backward Markov jumping difference equation (FBMJDE) by the relationship between the state and the costate.
© 2018 IEEE.
收录类别：EI
资源类型：会议论文

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