By Topic

Discrete-time constrained quadratic control of Markovian jump linear systems

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Costa, O.L.V. ; Escola Politecnica, Sao Paulo Univ., Brazil ; Filho, E.O.A.

This paper considers the quadratic optimal control problem of a discrete-time Markovian jump linear system, subject to constrains on the control and output variables. It is desired to find a state feedback controller, which may also depend on the jump variable, that minimizes a quadratic cost and satisfies the control and output constrains. The transition probability and initial condition may belong to appropriate convex sets. A solution of this problem is obtained in terms of LMI, so that convex programming can be used for numerical calculations

Published in:

Decision and Control, 1996., Proceedings of the 35th IEEE Conference on  (Volume:2 )

Date of Conference:

11-13 Dec 1996