Optimal Preview Control of Markovian Jump Linear Systems

Optimal Preview Control of Markovian Jump Linear Systems

In this technical note, we investigate the design of controllers, for discrete-time Markovian jump linear systems, that achieve optimal reference tracking in the presence of preview (reference look-ahead). For a quadratic cost and given a reference sequence, we obtain the optimal solution for the fu...

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Bibliographic Details
Published in:IEEE transactions on automatic control Vol. 54; no. 9; pp. 2260 - 2266
Main Authors: Running, K.D., Martins, N.C.
Format: Journal Article
Language:English
Published: New York, NY IEEE 01-09-2009
Institute of Electrical and Electronics Engineers
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:
Applied sciences
Automatic control
Computer science; control theory; systems
Control system analysis
Control system synthesis
Control systems
Control theory
Control theory. Systems
Delay effects
Delay systems
Exact sciences and technology
Feedback
Feedforward
Linear systems
Markovian jump linear systems
Optimal control
Optimization
Policies
Preview control
Robustness
Stability
Markov process
Markovian system
Markovian jump linear systems
Optimal policy
Feedback regulation
Control synthesis
Linear time
LQ control
Optimal control
Discrete time
Jump process
Quadratic cost
Feedforward
Jumping
Predictive control
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Description
Summary:In this technical note, we investigate the design of controllers, for discrete-time Markovian jump linear systems, that achieve optimal reference tracking in the presence of preview (reference look-ahead). For a quadratic cost and given a reference sequence, we obtain the optimal solution for the full information case. The optimal control policy consists of the additive contribution of two terms: a feedforward term and a feedback term. We show that the feedback term is identical to the standard optimal linear quadratic regulator for Markovian jump linear systems. We provide explicit formulas for computing the feedforward term, including an analysis of convergence.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
ISSN:0018-9286
1558-2523
DOI:10.1109/TAC.2009.2026860