Suboptimal regulators for discrete time jump linear system with time-multiplied performance index

Author

Boukas, E.K. ; Liu, Z.K.

Author_Institution

Dept. of Mech. Eng., Ecole Polytech. de Montreal, Que., Canada

Volume

1

fYear

2001

fDate

2001

Firstpage

83

Abstract

This paper addresses the suboptimal regulator design problem of discrete-time jump linear system by using a time-multiplied performance index. For a given state feedback control with constant gain matrices, the time-multiplied performance index is derived and a necessary condition for such a control to minimize the time-multiplied cost is provided. A gradient-based algorithm to find a suboptimal control law is developed and some numerical results are given to show the usefulness of the theoretical results

Keywords

control system synthesis; cost optimal control; discrete time systems; gradient methods; linear systems; matrix algebra; minimisation; performance index; stability; state feedback; stochastic systems; suboptimal control; constant gain matrices; discrete-time jump linear system; gradient-based algorithm; necessary condition; state feedback control; stochastic stability; suboptimal control law; suboptimal regulator design; time-multiplied cost minimization; time-multiplied performance index; Control systems; Cost function; Linear systems; Mechanical engineering; Optimal control; Performance analysis; Performance gain; Regulators; Stability; State feedback;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference, 2001. Proceedings of the 2001

Conference_Location

Arlington, VA

ISSN

0743-1619

Print_ISBN

0-7803-6495-3

Type

conf

DOI

10.1109/ACC.2001.945519

Filename

945519