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Second moment constraints and the control problem of Markov jump linear systems
Author(s) -
Vargas Alessandro N.,
Furloni Walter,
Val João B.R.
Publication year - 2013
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/nla.1849
Subject(s) - moment (physics) , mathematics , moment problem , linear system , mathematical optimization , jump , markov chain , control theory (sociology) , markov process , state (computer science) , control (management) , computer science , algorithm , mathematical analysis , principle of maximum entropy , statistics , physics , classical mechanics , quantum mechanics , artificial intelligence
SUMMARY This paper addresses the optimal solution for the regulator control problem of Markov jump linear systems subject to second moment constraints. We can characterize and obtain the solution explicitly using linear matrix inequalities techniques. The constraints are imposed on the second moment of both the system state and control vector, and the optimal solution is obtained in a computable form. To illustrate the usefulness of the approach, specially that for systems subject to abrupt variations and physical limitations, we present an application for one joint of the European Robotic Arm. Copyright © 2012 John Wiley & Sons, Ltd.