Recursive Robust Regulator for Markovian Jump Linear Systems subject to Uncertain Transition Probabilities

被引：0
|
作者：
Bortolin, Daiane C. [1 ]
Terra, Marco H. [1 ]
机构：
[1] Univ Sao Paulo, Escola Engn Sao Carlos, Dept Engn Eletr & Comp, CP 359, BR-13566590 Sao Carlos, SP, Brazil
来源：
2015 EUROPEAN CONTROL CONFERENCE (ECC) | 2015年
关键词：
Discrete-time control; Markovian jump linear systems; uncertain probabilities; robust regulator;
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：
In this paper, a new framework to deal with the robust regulation problem of Markovian jump linear systems subject to uncertainties in the transition probability matrices is proposed. It is developed based on penalty functions and robust regularized least-square problems. The optimal solution is given in terms of recursive Riccati equations. A numerical example is used to illustrate the effectiveness of the regulator.
引用
收藏
页码：3215 / 3219
页数：5
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