Jump linear quadratic regulator with controlled jump rates

Authors
Boukas, EK Liu, ZK
Citation
Ek. Boukas et Zk. Liu, Jump linear quadratic regulator with controlled jump rates, IEEE AUTO C, 46(2), 2001, pp. 301-305
Citations number
9
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN journal
00189286 → ACNP
Volume
46
Issue
2
Year of publication
2001
Pages
301 - 305
Database
ISI
SICI code
0018-9286(200102)46:2<301:JLQRWC>2.0.ZU;2-M
Abstract
This note deals with the class of continuous-time linear systems with Marko vian jumps. We assume that jump rates are controlled. Our purpose is to stu dy the jump linear quadratic (JLQ) regulator of the class of systems. The s tructure of the optimal controller is established. For a one-dimensional (1 -D) system, an algorithm for solving the corresponding set of coupled Ricca ti equations of this optimal control problem is provided. Two numerical exa mples are given to show the usefulness of our results.