Suboptimal Regulators for Discrete-Time Jump Linear Systems with Time-Multiplied Performance Index

E.K. Boukas and Z.K. Liu
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E.K. Boukas: École Polytechnique de Montréal
Z.K. Liu: École Polytechnique de Montréal

Journal of Optimization Theory and Applications, 2002, vol. 115, issue 1, No 5, 49-65

Abstract: Abstract This paper addresses the suboptimal regulator design problem of a discrete-time jump linear system by using a time-multiplied performance index. For a given state feedback control with constant gain matrices, the time-multiplied performance index is derived and a necessary condition for such a control to minimize the time-multiplied cost is provided. A gradient-based algorithm to find a suboptimal control law is developed and some numerical results are given to show the usefulness of the theoretical results.

Keywords: Jump linear systems; time-multiplied performance index; suboptimal control laws; stochastic stability (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1023/A:1019672829007

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