Linear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping times
Autor(a) principal: | |
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Data de Publicação: | 2005 |
Outros Autores: | , |
Tipo de documento: | Artigo de conferência |
Idioma: | eng |
Título da fonte: | Repositório Institucional da UNESP |
Texto Completo: | http://dx.doi.org/10.3182/20050703-6-CZ-1902.00356 http://hdl.handle.net/11449/68594 |
Resumo: | The linear quadratic Gaussian control of discrete-time Markov jump linear systems is addressed in this paper, first for state feedback, and also for dynamic output feedback using state estimation. in the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (T N), or the occurrence of a crucial failure event (τ δ), after which the system paralyzed. From the constructive method used here a separation principle holds, and the solutions are given in terms of a Kalman filter and a state feedback sequence of controls. The control gains are obtained by recursions from a set of algebraic Riccati equations for the former case or by a coupled set of algebraic Riccati equation for the latter case. Copyright © 2005 IFAC. |
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Linear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping timesMarkov modelsState and output feedback controlStopping timesAlgebraic Riccati equationsConstructive methodsControl gainsCoupled setDiscrete-timeDynamic output feedbackFailure eventsLinear quadratic Gaussian controlMarkov jump linear systemsMarkov modelOutput feedback controlsRecursionsSeparation principleStopping timeAlgebraAutomationControlLinear systemsMarkov processesRiccati equationsRobustness (control systems)State feedbackDiscrete time control systemsThe linear quadratic Gaussian control of discrete-time Markov jump linear systems is addressed in this paper, first for state feedback, and also for dynamic output feedback using state estimation. in the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (T N), or the occurrence of a crucial failure event (τ δ), after which the system paralyzed. From the constructive method used here a separation principle holds, and the solutions are given in terms of a Kalman filter and a state feedback sequence of controls. The control gains are obtained by recursions from a set of algebraic Riccati equations for the former case or by a coupled set of algebraic Riccati equation for the latter case. Copyright © 2005 IFAC.Univ. Est. Paulista, C.P. 467, 19060-900, Pres. Prudente, SPFEEC Univ. Est. de Campinas, C.P. 6101, 13081-970, Campinas, SPUniversidade Estadual Paulista (Unesp)Universidade Estadual de Campinas (UNICAMP)Nespoli, CristianeZúñiga, Yusef R. C.Do Val, João Bosco R.2014-05-27T11:21:43Z2014-05-27T11:21:43Z2005-12-01info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/conferenceObject25-30http://dx.doi.org/10.3182/20050703-6-CZ-1902.00356IFAC Proceedings Volumes (IFAC-PapersOnline), v. 16, p. 25-30.1474-6670http://hdl.handle.net/11449/6859410.3182/20050703-6-CZ-1902.003562-s2.0-7996073689269482537989528810000-0002-0690-0857Scopusreponame:Repositório Institucional da UNESPinstname:Universidade Estadual Paulista (UNESP)instacron:UNESPengIFAC Proceedings Volumes (IFAC-PapersOnline)info:eu-repo/semantics/openAccess2022-03-14T20:06:08Zoai:repositorio.unesp.br:11449/68594Repositório InstitucionalPUBhttp://repositorio.unesp.br/oai/requestopendoar:29462022-03-14T20:06:08Repositório Institucional da UNESP - Universidade Estadual Paulista (UNESP)false |
dc.title.none.fl_str_mv |
Linear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping times |
title |
Linear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping times |
spellingShingle |
Linear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping times Nespoli, Cristiane Markov models State and output feedback control Stopping times Algebraic Riccati equations Constructive methods Control gains Coupled set Discrete-time Dynamic output feedback Failure events Linear quadratic Gaussian control Markov jump linear systems Markov model Output feedback controls Recursions Separation principle Stopping time Algebra Automation Control Linear systems Markov processes Riccati equations Robustness (control systems) State feedback Discrete time control systems |
title_short |
Linear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping times |
title_full |
Linear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping times |
title_fullStr |
Linear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping times |
title_full_unstemmed |
Linear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping times |
title_sort |
Linear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping times |
author |
Nespoli, Cristiane |
author_facet |
Nespoli, Cristiane Zúñiga, Yusef R. C. Do Val, João Bosco R. |
author_role |
author |
author2 |
Zúñiga, Yusef R. C. Do Val, João Bosco R. |
author2_role |
author author |
dc.contributor.none.fl_str_mv |
Universidade Estadual Paulista (Unesp) Universidade Estadual de Campinas (UNICAMP) |
dc.contributor.author.fl_str_mv |
Nespoli, Cristiane Zúñiga, Yusef R. C. Do Val, João Bosco R. |
dc.subject.por.fl_str_mv |
Markov models State and output feedback control Stopping times Algebraic Riccati equations Constructive methods Control gains Coupled set Discrete-time Dynamic output feedback Failure events Linear quadratic Gaussian control Markov jump linear systems Markov model Output feedback controls Recursions Separation principle Stopping time Algebra Automation Control Linear systems Markov processes Riccati equations Robustness (control systems) State feedback Discrete time control systems |
topic |
Markov models State and output feedback control Stopping times Algebraic Riccati equations Constructive methods Control gains Coupled set Discrete-time Dynamic output feedback Failure events Linear quadratic Gaussian control Markov jump linear systems Markov model Output feedback controls Recursions Separation principle Stopping time Algebra Automation Control Linear systems Markov processes Riccati equations Robustness (control systems) State feedback Discrete time control systems |
description |
The linear quadratic Gaussian control of discrete-time Markov jump linear systems is addressed in this paper, first for state feedback, and also for dynamic output feedback using state estimation. in the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (T N), or the occurrence of a crucial failure event (τ δ), after which the system paralyzed. From the constructive method used here a separation principle holds, and the solutions are given in terms of a Kalman filter and a state feedback sequence of controls. The control gains are obtained by recursions from a set of algebraic Riccati equations for the former case or by a coupled set of algebraic Riccati equation for the latter case. Copyright © 2005 IFAC. |
publishDate |
2005 |
dc.date.none.fl_str_mv |
2005-12-01 2014-05-27T11:21:43Z 2014-05-27T11:21:43Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/conferenceObject |
format |
conferenceObject |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://dx.doi.org/10.3182/20050703-6-CZ-1902.00356 IFAC Proceedings Volumes (IFAC-PapersOnline), v. 16, p. 25-30. 1474-6670 http://hdl.handle.net/11449/68594 10.3182/20050703-6-CZ-1902.00356 2-s2.0-79960736892 6948253798952881 0000-0002-0690-0857 |
url |
http://dx.doi.org/10.3182/20050703-6-CZ-1902.00356 http://hdl.handle.net/11449/68594 |
identifier_str_mv |
IFAC Proceedings Volumes (IFAC-PapersOnline), v. 16, p. 25-30. 1474-6670 10.3182/20050703-6-CZ-1902.00356 2-s2.0-79960736892 6948253798952881 0000-0002-0690-0857 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
IFAC Proceedings Volumes (IFAC-PapersOnline) |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
25-30 |
dc.source.none.fl_str_mv |
Scopus reponame:Repositório Institucional da UNESP instname:Universidade Estadual Paulista (UNESP) instacron:UNESP |
instname_str |
Universidade Estadual Paulista (UNESP) |
instacron_str |
UNESP |
institution |
UNESP |
reponame_str |
Repositório Institucional da UNESP |
collection |
Repositório Institucional da UNESP |
repository.name.fl_str_mv |
Repositório Institucional da UNESP - Universidade Estadual Paulista (UNESP) |
repository.mail.fl_str_mv |
|
_version_ |
1803047295881576448 |