Stochastic Optimal Tracking with Preview for Linear Discrete Time Markovian Jump Systems | Zendy

Gou Nakura | Zendy

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Stochastic Optimal Tracking with Preview for Linear Discrete Time Markovian Jump Systems

Author(s) -

Gou Nakura

Publication year - 2011

Publication title -

intech ebooks

Language(s) - English

Resource type - Book series

DOI - 10.5772/14753

Subject(s) - jump , discrete time and continuous time , tracking (education) , markov process , control theory (sociology) , computer science , statistical physics , mathematics , physics , statistics , artificial intelligence , psychology , pedagogy , control (management) , quantum mechanics

In this paper we study the stochastic optimal (LQ) tracking problems with preview for linear discrete-time Markovian jump systems by output feedback. The systems are described by the discrete-time switching systems with Markovian mode transition and it is assume that each mode is known. We introduce two types of coupled difference equations to design the output feedback controller. Correspondingly feedforward compensators introducing future information are given by coupled difference equations with terminal conditions. Finally we give numerical examples.

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