TY - GEN
T1 - Stochastic l∞ performance optimization for Markovian linear switched systems
AU - Naghnaeian, Mohammad
AU - Voulgaris, Petros G.
N1 - M. Naghnaeian is a PhD candidate with the Mechanical Science and Engineering Department, University of Illinois, Urbana, IL, USA [email protected] P. G. Voulgaris is with the Aerospace Engineering Department and the Coordinated Science Laboratory, University of Illinois, Urbana, IL, USA [email protected] This work was supported in part by the National Science Foundation under NSF Award NSF ECCS 10-27437 and AFOSR under award AF FA 9550-12-1-0193
PY - 2015/2/8
Y1 - 2015/2/8
N2 - In this paper, we study an l∞ type of performance for linear switched systems when the switching sequence is a Markov process. We define the notion of the stochastic l∞ gain and derive an exact expression for computing it. The stochastic l∞ gain mimics the l∞ induced norm of the deterministic operators. We further synthesize an optimal controller for minimizing the stochastic l∞ gain and argue that this problem can be cast as a tractable linear program.
AB - In this paper, we study an l∞ type of performance for linear switched systems when the switching sequence is a Markov process. We define the notion of the stochastic l∞ gain and derive an exact expression for computing it. The stochastic l∞ gain mimics the l∞ induced norm of the deterministic operators. We further synthesize an optimal controller for minimizing the stochastic l∞ gain and argue that this problem can be cast as a tractable linear program.
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U2 - 10.1109/CDC.2015.7402621
DO - 10.1109/CDC.2015.7402621
M3 - Conference contribution
AN - SCOPUS:84961992359
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 2686
EP - 2690
BT - 54rd IEEE Conference on Decision and Control,CDC 2015
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 54th IEEE Conference on Decision and Control, CDC 2015
Y2 - 15 December 2015 through 18 December 2015
ER -