Title :
Hybrid LQG problems: near optimal controls
Author :
Zhang, Q. ; Yin, G.
Author_Institution :
Dept. of Math., Georgia Univ., Athens, GA, USA
fDate :
6/21/1905 12:00:00 AM
Abstract :
This paper deals with hybrid control of a class of linear quadratic Gaussian systems modulated by a finite state Markov chain. It develops approximation schemes for systems involving singularly perturbed Markov chains with weak and strong interactions, which are useful for natural time-scale separation and for large-scale Markovian systems. Near optimality of the approximation schemes is obtained, and a numerical example is presented
Keywords :
Markov processes; approximation theory; control system analysis; linear quadratic Gaussian control; linear systems; probability; LQG control; approximation; finite state Markov chain; hybrid control; linear quadratic Gaussian control; linear systems; near optimal control; probability; Control systems; Displays; Large-scale systems; Mathematics; Optimal control; Pattern recognition; Riccati equations; Speech recognition; State-space methods; Telecommunication control;
Conference_Titel :
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5250-5
DOI :
10.1109/CDC.1999.828005
