Path-by-path optimal control of switched and markovian jump linear systems

Ji Woong Lee, Geir E. Dullerud, Pramod P. Khargonekar

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

A receding-horizon-type LQG control problem for switched linear systems is proposed and applied to the case of Markov switching. The objective is to determine a linear dynamic output feedback control law that minimizes a finitehorizon quadratic cost over all admissible future switching paths subject to almost sure uniform stability of the closedloop system. A solution is determined by running a series of semidefinite programs offline until a saturation in achievable performance is reached.

Original languageEnglish (US)
Title of host publicationProceedings of the 47th IEEE Conference on Decision and Control, CDC 2008
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages5324-5329
Number of pages6
ISBN (Print)9781424431243
DOIs
StatePublished - 2008
Event47th IEEE Conference on Decision and Control, CDC 2008 - Cancun, Mexico
Duration: Dec 9 2008Dec 11 2008

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0743-1546
ISSN (Electronic)2576-2370

Other

Other47th IEEE Conference on Decision and Control, CDC 2008
Country/TerritoryMexico
CityCancun
Period12/9/0812/11/08

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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