On control of discrete-time state-dependent jump linear systems with probabilistic constraints: a receding horizon approach

DOI10.1016/j.sysconle.2014.10.008zbMath1300.93153arXiv1406.7629OpenAlexW2081008845MaRDI QIDQ473417

Shaikshavali Chitraganti, Christophe Aubrun, Vasile Dragan, Guillermo Valencia-Palomo, Samir Aberkane

Publication date: 24 November 2014

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.7629

zbMATH Keywords

second moment stabilityjump linear systemsstochastic model predictive controllinear state-feedbackprobabilistic state constraints

Mathematics Subject Classification ID

Feedback control (93B52) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03)

Related Items

Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance ⋮ Actuator fault estimation based on a proportional-integral observer with nonquadratic Lyapunov functions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimation of Markov regime-switching regression models with endogenous switching
• Stochastic receding horizon control with output feedback and bounded controls
• \(H_{\infty}\) control of a class of discrete-time Markov jump linear systems with piecewise-constant TPs subject to average dwell time switching
• Robust control on saturated Markov jump systems with missing information
• Constrained quadratic state feedback control of discrete-time Markovian jump linear systems
• Robust one-step receding horizon control of discrete-time Markovian jump uncertain systems
• Robust model predictive control of constrained linear systems with bounded disturbances
• Gain-scheduled worst-case control on nonlinear stochastic systems subject to actuator saturation and unknown information
• Receding horizon control of jump linear systems and a macroeconomic policy problem
• Constrained model predictive control: Stability and optimality
• Model predictive control. With a foreword by M. J. Grimble and M. A. Johnson
• Stochastic switching systems. Analysis and design.
• Lectures on Modern Convex Optimization
• Fault detection for discrete-time Markov jump linear systems with partially known transition probabilities
• Stochastic stability properties of jump linear systems
• Feedback control of a class of linear discrete systems with jump parameters and quadratic cost criteria †
• Optimal replacement under a general failure model
• The stability of constrained receding horizon control
• Feedback regulators for jump parameter systems with state and control dependent transition rates
• Stochastic Receding Horizon Control of Constrained Linear Systems With State and Control Multiplicative Noise
• Probabilistic Constrained MPC for Multiplicative and Additive Stochastic Uncertainty
• Stochastic stability of jump linear systems
• Second moment constraints and the control problem of Markov jump linear systems
• Manufacturing flow control and preventing maintenance: a stochastic control approach
• A two-factor stochastic production model with two time scales

This page was built for publication: On control of discrete-time state-dependent jump linear systems with probabilistic constraints: a receding horizon approach