Stochastic stability and optimal control for a class of continuous-time Markov jump linear systems with horizon defined by a stopping time
Autor(a) principal: | |
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Data de Publicação: | 2013 |
Outros Autores: | |
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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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:29462024-08-05T14:11:21.553871Repositório 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 |
|
_version_ |
1808128329869426688 |