Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/94239
Type: Artigo de evento
Title: Receding Horizon Control Of Markov Jump Linear Systems Subject To Noise And Unobserved State Chain
Author: Vargas A.N.
Do Val J.B.R.
Costa E.F.
Abstract: We study the solution of the receding horizon control of discrete-time Markov jump linear systems subject to exogenous inputs (noise). The performance index is quadratic and the information available to the controller does not involve observations of Markov chain states. To solve this problem, a sequence of linear feedback gains that is independent of the Markov state is adopted. We propose an iteractive method based on variational procedure which attain the solution to the problem, and an illustrative example is presented.
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Rights: fechado
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Address: http://www.scopus.com/inward/record.url?eid=2-s2.0-14244268624&partnerID=40&md5=cf451b74836e3c6acdbbea67b0722773
Date Issue: 2004
Appears in Collections:Unicamp - Artigos e Outros Documentos

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