Title :
Optimal Preview Control of Markovian Jump Linear Systems
Author :
Running, Kenneth D. ; Martins, Nuno C.
Author_Institution :
Aerosp. Eng. (AE) Dept., Univ. of Maryland, College Park, MD, USA
Abstract :
In this technical note, we investigate the design of controllers, for discrete-time Markovian jump linear systems, that achieve optimal reference tracking in the presence of preview (reference look-ahead). For a quadratic cost and given a reference sequence, we obtain the optimal solution for the full information case. The optimal control policy consists of the additive contribution of two terms: a feedforward term and a feedback term. We show that the feedback term is identical to the standard optimal linear quadratic regulator for Markovian jump linear systems. We provide explicit formulas for computing the feedforward term, including an analysis of convergence.
Keywords :
Markov processes; control system synthesis; discrete time systems; feedback; feedforward; linear systems; optimal control; predictive control; additive contribution; controller design; discrete-time Markovian jump linear systems; feedback term; feedforward term; optimal control policy; optimal linear quadratic regulator; optimal preview control; optimal reference tracking; quadratic cost; reference look-ahead; reference sequence; Automatic control; Control system analysis; Control system synthesis; Control systems; Cost function; Delay effects; Delay systems; Linear systems; Optimal control; Random variables; Regulators; Robustness; Servomechanisms; Stability; State feedback; State-space methods; Vectors; Markovian jump linear systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2009.2026860
