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 [UNESP]
Data de Publicação: 2013
Outros Autores: Caceres, Yusef, IEEE
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).
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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 (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)
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dc.format.none.fl_str_mv 7752-7758
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publisher.none.fl_str_mv Ieee
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reponame:Repositório Institucional da UNESP
instname:Universidade Estadual Paulista (UNESP)
instacron:UNESP
instname_str Universidade Estadual Paulista (UNESP)
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reponame_str Repositório Institucional da UNESP
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repository.name.fl_str_mv Repositório Institucional da UNESP - Universidade Estadual Paulista (UNESP)
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