Stochastic Optimal Tracking with Preview for Linear Discrete-Time Markovian Jump Systems (Extended Abstract)

DOI10.1007/978-3-642-00602-9_34zbMath1237.93181MaRDI QIDQ3624595

Gou Nakura

Publication date: 30 April 2009

Published in: Hybrid Systems: Computation and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-00602-9_34

zbMATH Keywords

Markovian jump systems; stochastic optimization theory; coupled feedforward compensators; coupled Riccati difference equations; tracking control with preview

Mathematics Subject Classification ID

93B52: Feedback control

90C15: Stochastic programming

93E20: Optimal stochastic control

Related Items

Applications of the preview control method to the optimal problem for linear continuous-time stochastic systems with time-delay, Delay-dependent passivity and passification for uncertain Markovian jump systems with time-varying delays, Robust H _∞ control of discrete-time Markovian jump systems in the presence of incomplete knowledge of transition probabilities and saturating actuator, Adaptive control of stochastic nonlinear systems with Markovian switching

Cites Work

• Discrete-time jump LQG problem
• Linear discrete-time H/sub ∞/-optimal tracking with preview
• Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems
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