Stochastic l∞ performance optimization for Markovian linear switched systems

Mohammad Naghnaeian; Petros G. Voulgaris

doi:10.1109/CDC.2015.7402621

Stochastic l∞ performance optimization for Markovian linear switched systems

Mohammad Naghnaeian, Petros G. Voulgaris

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

Abstract

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.

Original language	English (US)
Title of host publication	54rd IEEE Conference on Decision and Control,CDC 2015
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	2686-2690
Number of pages	5
ISBN (Electronic)	9781479978861
DOIs	https://doi.org/10.1109/CDC.2015.7402621
State	Published - Feb 8 2015
Event	54th IEEE Conference on Decision and Control, CDC 2015 - Osaka, Japan Duration: Dec 15 2015 → Dec 18 2015

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
Volume	54rd IEEE Conference on Decision and Control,CDC 2015
ISSN (Print)	0743-1546

Other

Other	54th IEEE Conference on Decision and Control, CDC 2015
Country	Japan
City	Osaka
Period	12/15/15 → 12/18/15

Fingerprint

ASJC Scopus subject areas

Control and Systems Engineering
Modeling and Simulation
Control and Optimization

Cite this

Naghnaeian, M., & Voulgaris, P. G. (2015). Stochastic l∞ performance optimization for Markovian linear switched systems. In 54rd IEEE Conference on Decision and Control,CDC 2015 (pp. 2686-2690). [7402621] (Proceedings of the IEEE Conference on Decision and Control; Vol. 54rd IEEE Conference on Decision and Control,CDC 2015). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC.2015.7402621

Stochastic l∞ performance optimization for Markovian linear switched systems. / Naghnaeian, Mohammad; Voulgaris, Petros G.

54rd IEEE Conference on Decision and Control,CDC 2015. Institute of Electrical and Electronics Engineers Inc., 2015. p. 2686-2690 7402621 (Proceedings of the IEEE Conference on Decision and Control; Vol. 54rd IEEE Conference on Decision and Control,CDC 2015).

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

Naghnaeian, M & Voulgaris, PG 2015, Stochastic l∞ performance optimization for Markovian linear switched systems. in 54rd IEEE Conference on Decision and Control,CDC 2015., 7402621, Proceedings of the IEEE Conference on Decision and Control, vol. 54rd IEEE Conference on Decision and Control,CDC 2015, Institute of Electrical and Electronics Engineers Inc., pp. 2686-2690, 54th IEEE Conference on Decision and Control, CDC 2015, Osaka, Japan, 12/15/15. https://doi.org/10.1109/CDC.2015.7402621

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Access to Document

10.1109/CDC.2015.7402621