The aim of this paper is to design a discrete-time LQG dynamic controller directly from the Markov parameters of a linear time-invariant plant. The main result obtained states that such a controller can be completely designed using only Markov parameters of the plant, and the designed controller is
Feasible control design for plants with discrete-time Markov jump parameters
β Scribed by C. Frangos; Y. Yavin
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 595 KB
- Volume
- 32
- Category
- Article
- ISSN
- 0005-1098
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β¦ Synopsis
Abstmct-A
feasible control design method is proposed for plants with discrete-time Markov jump parameters such that practical specifications and constraints are satisfied. It is assumed that the Markov chain is not measured. The concept of feasible control is applied to compute a discrete-time linear optimal controller structure such that both time-domain and frequency-domain constraints are satisfied. The controller is parametrised by a diagonal state weighting matrix Q. A standard mathematical programming algorithm is used to compute the state weighting matrix Q such that the specifications are met. The synthesis procedure consists of the iterative solution of an equation where at each iteration step a discrete-time linear optimal control problem is solved.
π SIMILAR VOLUMES
In this paper we consider the full information discrete-time H -control problem Ο± for the class of linear systems with Markovian jumping parameters. The state-space of the Markov chain is assumed to take values in a countably infinite set. Full information here means that the controller has access t