Stochastic stability and optimal control for a class of continuous-time Markov jump linear systems with horizon defined by a stopping time

Detalhes bibliográficos
Autor(a) principal: Nespoli, Cristiane
Data de Publicação: 2013
Outros Autores: Cáceres, Yusef
Tipo de documento: Artigo de conferência
Idioma: eng
Título da fonte: Repositório Institucional da UNESP
Texto Completo: http://dx.doi.org/10.1109/CDC.2013.6761120
http://hdl.handle.net/11449/231333
Resumo: This article deals with stochastic stability and optimal control for continuous-time Markov jump linear systems (MJLS). In the adopted model, the horizon of the problem is given by a stopping time representing the occurrence of a fix number N of failures or repair periods (TN) after which the system is brought to a halt for maintenance. The stochastic stability in the appropriate sense is studied and a reconfigurable controller is derived at each jump time in the form of a linear feedback gain. The available information to the controller includes the imperfect knowledge of the jump state. In this framework, an optimal solution for the problem with complete Markov state observation, and a sub-optimal solution for the problem with incomplete state observation are presented. Both solutions are based on linear matrix inequalities (LMI). © 2013 IEEE.
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spelling Stochastic stability and optimal control for a class of continuous-time Markov jump linear systems with horizon defined by a stopping timeThis article deals with stochastic stability and optimal control for continuous-time Markov jump linear systems (MJLS). In the adopted model, the horizon of the problem is given by a stopping time representing the occurrence of a fix number N of failures or repair periods (TN) after which the system is brought to a halt for maintenance. The stochastic stability in the appropriate sense is studied and a reconfigurable controller is derived at each jump time in the form of a linear feedback gain. The available information to the controller includes the imperfect knowledge of the jump state. In this framework, an optimal solution for the problem with complete Markov state observation, and a sub-optimal solution for the problem with incomplete state observation are presented. Both solutions are based on linear matrix inequalities (LMI). © 2013 IEEE.Department of Mathematics and Computing, State University of São Paulo, 19060-900 Pres. Prudente, SPFaculty of Electrical Engineering and Computing, State University of Campinas, 13081-970 Campinas, SPUniversidade de São Paulo (USP)Universidade Estadual de Campinas (UNICAMP)Nespoli, CristianeCáceres, Yusef2022-04-29T08:44:50Z2022-04-29T08:44:50Z2013-01-01info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/conferenceObject7752-7758http://dx.doi.org/10.1109/CDC.2013.6761120Proceedings of the IEEE Conference on Decision and Control, p. 7752-7758.0191-2216http://hdl.handle.net/11449/23133310.1109/CDC.2013.67611202-s2.0-84902324463Scopusreponame:Repositório Institucional da UNESPinstname:Universidade Estadual Paulista (UNESP)instacron:UNESPengProceedings of the IEEE Conference on Decision and Controlinfo:eu-repo/semantics/openAccess2024-06-19T14:32:17Zoai:repositorio.unesp.br:11449/231333Repositório InstitucionalPUBhttp://repositorio.unesp.br/oai/requestopendoar:29462024-06-19T14:32:17Repositório Institucional da UNESP - Universidade Estadual Paulista (UNESP)false
dc.title.none.fl_str_mv Stochastic stability and optimal control for a class of continuous-time Markov jump linear systems with horizon defined by a stopping time
title Stochastic stability and optimal control for a class of continuous-time Markov jump linear systems with horizon defined by a stopping time
spellingShingle Stochastic stability and optimal control for a class of continuous-time Markov jump linear systems with horizon defined by a stopping time
Nespoli, Cristiane
title_short Stochastic stability and optimal control for a class of continuous-time Markov jump linear systems with horizon defined by a stopping time
title_full Stochastic stability and optimal control for a class of continuous-time Markov jump linear systems with horizon defined by a stopping time
title_fullStr Stochastic stability and optimal control for a class of continuous-time Markov jump linear systems with horizon defined by a stopping time
title_full_unstemmed Stochastic stability and optimal control for a class of continuous-time Markov jump linear systems with horizon defined by a stopping time
title_sort Stochastic stability and optimal control for a class of continuous-time Markov jump linear systems with horizon defined by a stopping time
author Nespoli, Cristiane
author_facet Nespoli, Cristiane
Cáceres, Yusef
author_role author
author2 Cáceres, Yusef
author2_role author
dc.contributor.none.fl_str_mv Universidade de São Paulo (USP)
Universidade Estadual de Campinas (UNICAMP)
dc.contributor.author.fl_str_mv Nespoli, Cristiane
Cáceres, Yusef
description This article deals with stochastic stability and optimal control for continuous-time Markov jump linear systems (MJLS). In the adopted model, the horizon of the problem is given by a stopping time representing the occurrence of a fix number N of failures or repair periods (TN) after which the system is brought to a halt for maintenance. The stochastic stability in the appropriate sense is studied and a reconfigurable controller is derived at each jump time in the form of a linear feedback gain. The available information to the controller includes the imperfect knowledge of the jump state. In this framework, an optimal solution for the problem with complete Markov state observation, and a sub-optimal solution for the problem with incomplete state observation are presented. Both solutions are based on linear matrix inequalities (LMI). © 2013 IEEE.
publishDate 2013
dc.date.none.fl_str_mv 2013-01-01
2022-04-29T08:44:50Z
2022-04-29T08:44:50Z
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/10.1109/CDC.2013.6761120
Proceedings of the IEEE Conference on Decision and Control, p. 7752-7758.
0191-2216
http://hdl.handle.net/11449/231333
10.1109/CDC.2013.6761120
2-s2.0-84902324463
url http://dx.doi.org/10.1109/CDC.2013.6761120
http://hdl.handle.net/11449/231333
identifier_str_mv Proceedings of the IEEE Conference on Decision and Control, p. 7752-7758.
0191-2216
10.1109/CDC.2013.6761120
2-s2.0-84902324463
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Proceedings of the IEEE Conference on Decision and Control
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv 7752-7758
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
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