Ek. Boukas et Zk. Liu, Suboptimal design of regulators for jump linear system with time-multiplied quadratic cost, IEEE AUTO C, 46(1), 2001, pp. 131-136
This note considers the suboptimal regulator design problem of jump linear
system with time-multiplied performance index. The time-multiplied performa
nce index is derived. A necessary condition for a control law with constant
gain matrix to minimize the time-multiplied cost is established and a grad
ient-based algorithm to find a suboptimal control law is developed. Some nu
merical results are worked out to show the usefulness of the theoretical re
sults.