Title :
Optimal control for Markov jump system with constrained control input
Author :
Yanrui Wu ; Youli Wu ; Yangwang Fang ; Shiguo Hu
Author_Institution :
Coll. of Electr. & Inf. Eng., Shaanxi Univ. of Sci. & Technol., Xi´an, China
Abstract :
Based on stochastic maximum principle, the optimal control algorithm is proposed for Markov jump system with complete information, further more, the method is extended to Markov jump system with incomplete information. The optimal controller design method is studied with statistical linearization method for Markov jump system with constrained control inputs. Finally the simulation examples are given to test and verify the function of optimal controller designed in this paper.
Keywords :
Markov processes; constraint theory; control system synthesis; linearisation techniques; maximum principle; statistical analysis; stochastic systems; Markov jump system; constrained control input; incomplete information; optimal controller design method; statistical linearization method; stochastic maximum principle; Boundary conditions; Educational institutions; Equations; Markov processes; Optimal control; Vectors; Markov jump system; stochastic maximum principle; stochastic optimal control;
Conference_Titel :
Intelligent Control and Automation (WCICA), 2012 10th World Congress on
Conference_Location :
Beijing
Print_ISBN :
978-1-4673-1397-1
DOI :
10.1109/WCICA.2012.6358230
