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: | |
---|---|
Data de Publicação: | 2013 |
Outros Autores: | , |
Tipo de documento: | Artigo de conferência |
Idioma: | eng |
Título da fonte: | Repositório Institucional da UNESP |
Texto Completo: | http://hdl.handle.net/11449/196072 |
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 (T-N) 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). |
id |
UNSP_7a7f4572742b2bfb56b4cba970fdfe6b |
---|---|
oai_identifier_str |
oai:repositorio.unesp.br:11449/196072 |
network_acronym_str |
UNSP |
network_name_str |
Repositório Institucional da UNESP |
repository_id_str |
2946 |
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 (T-N) 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).State Univ Sao Paulo, Dept Math & Comp, BR-19060900 Pres Prudente, SP, BrazilUniv Estadual Campinas, Fac Elect Engn & Comp, BR-13081970 Campinas, SP, BrazilState Univ Sao Paulo, Dept Math & Comp, BR-19060900 Pres Prudente, SP, BrazilIeeeUniversidade Estadual Paulista (Unesp)Universidade Estadual de Campinas (UNICAMP)Nespoli, Cristiane [UNESP]Caceres, YusefIEEE2020-12-10T19:32:21Z2020-12-10T19:32:21Z2013-01-01info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/conferenceObject7752-77582013 Ieee 52nd Annual Conference On Decision And Control (cdc). New York: Ieee, p. 7752-7758, 2013.0743-1546http://hdl.handle.net/11449/196072WOS:00035222350811269482537989528810000-0002-0690-0857Web of Sciencereponame:Repositório Institucional da UNESPinstname:Universidade Estadual Paulista (UNESP)instacron:UNESPeng2013 Ieee 52nd Annual Conference On Decision And Control (cdc)info:eu-repo/semantics/openAccess2024-06-19T14:32:26Zoai:repositorio.unesp.br:11449/196072Repositório InstitucionalPUBhttp://repositorio.unesp.br/oai/requestopendoar:29462024-08-05T20:03:53.073985Repositório 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 [UNESP] |
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 [UNESP] |
author_facet |
Nespoli, Cristiane [UNESP] Caceres, Yusef IEEE |
author_role |
author |
author2 |
Caceres, Yusef IEEE |
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 [UNESP] Caceres, Yusef IEEE |
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 (T-N) 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). |
publishDate |
2013 |
dc.date.none.fl_str_mv |
2013-01-01 2020-12-10T19:32:21Z 2020-12-10T19:32:21Z |
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 |
2013 Ieee 52nd Annual Conference On Decision And Control (cdc). New York: Ieee, p. 7752-7758, 2013. 0743-1546 http://hdl.handle.net/11449/196072 WOS:000352223508112 6948253798952881 0000-0002-0690-0857 |
identifier_str_mv |
2013 Ieee 52nd Annual Conference On Decision And Control (cdc). New York: Ieee, p. 7752-7758, 2013. 0743-1546 WOS:000352223508112 6948253798952881 0000-0002-0690-0857 |
url |
http://hdl.handle.net/11449/196072 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
2013 Ieee 52nd Annual Conference On Decision And Control (cdc) |
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.publisher.none.fl_str_mv |
Ieee |
publisher.none.fl_str_mv |
Ieee |
dc.source.none.fl_str_mv |
Web of Science 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_ |
1808129155642949632 |