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

DOI10.1007/978-3-642-00602-9_34zbMath1237.93181OpenAlexW1490932180MaRDI 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 systemsstochastic optimization theorycoupled feedforward compensatorscoupled Riccati difference equationstracking control with preview

Mathematics Subject Classification ID

Feedback control (93B52) Stochastic programming (90C15) Optimal stochastic control (93E20)

Related Items

Preview control for continuous-time singular stochastic systems ⋮ 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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