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|Type:||Artigo de periódico|
|Title:||Control Of Receding Horizon Of Linear Systems With Markovian Jumps For The Problem Of Tracking With Dynamic Targets [controle De Horizonte Retrocedente De Sistemas Lineares Com Saltos Markovianos Para O Problema De Rastreamento Com Alvos Dinâmicos]|
Do Val J.B.R.
|Abstract:||We study the solution for the tracking problem of receding horizon control of discrete-time Markov jump linear systems subject to noisy inputs, switching targets and jumps in the exogenous input variables. The performance index is quadratic and the information available to the controller does not involve observations of Markov chain states. A fixed sequence of state linear feedback gains is adopted to solve the control synthesis problem. Necessary conditions of optimality is provided and we propose an recursive method based on a variational procedure which attains the necessary conditions. An application to an economic model is presented.|
|Appears in Collections:||Unicamp - Artigos e Outros Documentos|
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