Optimal Control of Mode Transition Rates/Probabilities for Markovian Jump Systems

摘要：

　　In this paper,we investigate the optimal control of mode transition rates/probilities for continuous-time/discrete-time Markovian jump systems,respectively.Unlike the traditional state feedback control,the control variable with respect to mode transition rates/probabilities is introduced into mode indicator equation,which describes the jump dynamics in Markovian jump systems.Since mode transition rates/probabilities indicate the mode jumping rule among subsystems,the control of transion rates/probabilities is perceived as an effective way to improve the system performance.Base on this,the optimal control of mode transition rates/probabilities is given to minimize the system performance,which is including mode cost and control expenditure.Simultaneously,for the sake of ensuring the system stability,the constraint condition about the control variable is dissused before the optimal controller design.And numerical examples are provided to illustrate the results.

关键词： Markovian Jump Systems Optimal Control Mode Transition Rates/Probabilities System Performance

作者: WANG Zhendong WANG Yewen ZHU Jin XIE Wanqing

作者单位: Department of Automation,University of Science and Technology of China,Hefei 230027,China School of Information Science and Technology,University of Science and Technology of China,Hefei 230

会议类型: 国际会议

会议名称: The 33th Chinese Control Conference第33届中国控制会议

会议地点: 南京

会议语种:英文

页码: 3933-3938

在线出版日期: 2014-07-28（万方平台首次上网日期，不代表论文的发表时间）