DocumentCode
1444671
Title
Jump linear quadratic regulator with controlled jump rates
Author
Boukas, E.K. ; Liu, Z.K.
Author_Institution
Dept. of Mech. Eng., Ecole Polytech. de Montreal, Que., Canada
Volume
46
Issue
2
fYear
2001
fDate
2/1/2001 12:00:00 AM
Firstpage
301
Lastpage
305
Abstract
Deals with the class of continuous-time linear systems with Markovian jumps. We assume that jump rates are controlled. Our purpose is to study the jump linear quadratic (JLQ) regulator of the class of systems. The structure of the optimal controller is established. For a one-dimensional (1-D) system, an algorithm for solving the corresponding set of coupled Riccati equations of this optimal control problem is provided. Two numerical examples are given to show the usefulness of our results
Keywords
Markov processes; Riccati equations; linear quadratic control; linear systems; stochastic systems; 1D system; Markovian jumps; continuous-time linear systems; controlled jump rates; coupled Riccati equations; jump linear quadratic regulator; one-dimensional system; Hybrid power systems; Linear systems; Manufacturing systems; Markov processes; Mechanical variables control; Optimal control; Power system economics; Power system modeling; Regulators; Riccati equations;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.905698
Filename
905698
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