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
Pages5324-5329
Number of pages6
DOIs
StatePublished - Dec 1 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)0191-2216

Other

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

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ASJC Scopus subject areas

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

Cite this

Lee, J. W., Dullerud, G. E., & Khargonekar, P. P. (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 (pp. 5324-5329). [4739277] (Proceedings of the IEEE Conference on Decision and Control). https://doi.org/10.1109/CDC.2008.4739277