Title
The linear quadratic optimal control problem for discrete-time Markov jump linear singular systems
Date Issued
01 May 2021
Access level
metadata only access
Resource Type
journal article
Author(s)
Publisher(s)
Elsevier Ltd
Abstract
In this paper, we address the linear quadratic optimal control problem for discrete-time Markov jump linear singular systems. The results are obtained under conditions that bring some additional structure to the quite general and complex class of systems being considered. The approach involves base transformations and restricts the control actions into an appropriate subspace to ensure regularity of the closed-loop system. Both finite and infinite time horizon problems are considered. The results are evaluated by means of an example.
Volume
127
Language
English
OCDE Knowledge area
Matemáticas puras
Matemáticas aplicadas
Subjects
Scopus EID
2-s2.0-85101164605
Source
Automatica
ISSN of the container
00051098
Sponsor(s)
This work was supported by DGI-PUCP, Peru under grant 2016-1-0032 , CNPq, Brazil under grants 306466/2010-4 , 310877/2017-2 and 421486/2016-3 , FAPESP, Brazil under grants 2014/50851-0 , 2017/16346-4 and 2017/20934-9 , and FAPESP-CEPID, Brazil under grant 2013/07375-0 . The material in this paper was not presented at any conference. This paper was recommended for publication in revised form by Associate Editor Constantino M. Lagoa under the direction of Editor Sophie Tarbouriech.
Sources of information:
Directorio de Producción Científica
Scopus