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

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

doi:10.1109/CDC.2008.4739277

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 proceeding › Conference 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 language	English (US)
Title of host publication	Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008
Pages	5324-5329
Number of pages	6
DOIs	https://doi.org/10.1109/CDC.2008.4739277
State	Published - 2008
Event	47th IEEE Conference on Decision and Control, CDC 2008 - Cancun, Mexico Duration: Dec 9 2008 → Dec 11 2008

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
ISSN (Print)	0191-2216

Other

Other	47th IEEE Conference on Decision and Control, CDC 2008
Country	Mexico
City	Cancun
Period	12/9/08 → 12/11/08

ASJC Scopus subject areas

Control and Systems Engineering
Modeling and Simulation
Control and Optimization

Access to Document

10.1109/CDC.2008.4739277

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Path-by-path optimal control of switched and markovian jump linear systems. / Lee, Ji Woong; Dullerud, Geir E.; Khargonekar, Pramod P.

Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008. 2008. p. 5324-5329 4739277 (Proceedings of the IEEE Conference on Decision and Control).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Lee, JW, Dullerud, GE & Khargonekar, PP 2008, Path-by-path optimal control of switched and markovian jump linear systems. in Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008., 4739277, Proceedings of the IEEE Conference on Decision and Control, pp. 5324-5329, 47th IEEE Conference on Decision and Control, CDC 2008, Cancun, Mexico, 12/9/08. https://doi.org/10.1109/CDC.2008.4739277

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