Title :
Stochastic optimal tracking with preview for linear discrete-time Markovian jump systems by output feedback with known modes
Author_Institution :
Dept. of Eng., Univ. of Osaka, Suita, Japan
Abstract :
In this paper we study the stochastic optimal (LQ) tracking problems with preview for linear discrete-time Markovian jump systems by output feedback. The systems are described by the discrete-time switching systems with Markovian mode transition and it is assume that each mode is known. We introduce two types of coupled difference equations to design the output feedback controller. Correspondingly feedforward compensators introducing future information are given by coupled difference equations with terminal conditions. Finally we give numerical examples.
Keywords :
Markov processes; Riccati equations; compensation; control system synthesis; difference equations; discrete time systems; feedback; feedforward; linear quadratic Gaussian control; linear systems; predictive control; stochastic systems; tracking; LQG control; Markovian mode transition; Riccati equation; coupled difference equation; feedforward compensator; linear discrete-time Markovian jump system; output feedback controller design; preview-based stochastic optimal tracking; switching system; Aerodynamics; Control systems; Difference equations; Output feedback; Power system dynamics; Riccati equations; Signal design; Stochastic resonance; Stochastic systems; Switching systems; LQG theory; Markovian jump systems; coupled Riccati equations; coupled feedforward compensators; tracking control with preview;
Conference_Titel :
ICCAS-SICE, 2009
Conference_Location :
Fukuoka
Print_ISBN :
978-4-907764-34-0
Electronic_ISBN :
978-4-907764-33-3
