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Type: Artigo de periódico
Title: Second moment constraints and the control problem of Markov jump linear systems
Author: Vargas, AN
Furloni, W
do Val, JBR
Abstract: This paper addresses the optimal solution for the regulator control problem of Markov jump linear systems subject to second moment constraints. We can characterize and obtain the solution explicitly using linear matrix inequalities techniques. The constraints are imposed on the second moment of both the system state and control vector, and the optimal solution is obtained in a computable form. To illustrate the usefulness of the approach, specially that for systems subject to abrupt variations and physical limitations, we present an application for one joint of the European Robotic Arm. Copyright (c) 2012 John Wiley & Sons, Ltd.
Subject: Markov jump systems
optimal stochastic control
constrained control
linearquadratic problems
linear matrix inequalities
Country: EUA
Editor: Wiley-blackwell
Rights: fechado
Identifier DOI: 10.1002/nla.1849
Date Issue: 2013
Appears in Collections:Unicamp - Artigos e Outros Documentos

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