Robust Control of Nonlinear Jump Parameter Systems Governed by Uncertain Chains

Author

Ford, Jason J. ; Ugrinovskii, Valery A.

Author_Institution

Sch. of Eng. Syst., Queensland Univ. of Technol., Brisbane, QLD

Volume

53

Issue

6

fYear

2008

fDate

7/1/2008 12:00:00 AM

Firstpage

1520

Lastpage

1526

Abstract

We consider an infinite-horizon minimax optimal control problem for stochastic uncertain systems governed by a discrete-state uncertain continuous-time chain. Using existing risk-sensitive control results, a robust suboptimal absolutely stabilizing guaranteed cost controller is constructed. Conditions are presented under which this suboptimal controller is minimax optimal. We then present a numeric algorithm for calculating a robust (sub)optimal controller using a Markov chain approximation technique.

Keywords

Markov processes; continuous time systems; discrete time systems; infinite horizon; minimax techniques; nonlinear control systems; optimal control; robust control; stochastic systems; uncertain systems; Markov chain approximation; cost controller; discrete-state uncertain continuous-time chain; infinite-horizon minimax optimal control; nonlinear jump parameter system; risk-sensitive control; robust control; stability; stochastic system; Australia; Control systems; Filtering theory; Minimax techniques; Nonlinear control systems; Optimal control; Riccati equations; Robust control; Stochastic systems; Uncertain systems; Markov chain approximations; Markov jump parameter systems; robust control; stochastic control;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/TAC.2008.928911

Filename

4601497