Near Optimal Linear Quadratic Regulator for a Singularly Perturbed Linear Stochastic System with Multiplicative White Noise Perturbations and Markovian Jumping

被引：0

作者：

Dragan, Vasile ^{[1
]}

Mukaidani, Hiroaki ^{[2
]}

机构：

[1] Romanian Acad, Inst Math, POB 1-764, RO-014700 Bucharest, Romania

[2] Hiroshima Univ, Inst Engn, Higashihiroshima 7398527, Japan

来源：

2015 54TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC) | 2015年

关键词：

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We study the optimal control of a class of singularly perturbed linear stochastic systems (SPLSS) with Markovian jumping parameters. After establishing an asymptotic structure for the stabilizing solution of the coupled stochastic algebraic Riccati equations (CSAREs), a parameter-independent composite controller is derived. Furthermore, the cost degradation in a reduced-order controller is also discussed.

引用

页码：7838 / 7843

页数：6

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