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A simple way to stabilize discrete systems with jump markov parameters
Author(s) -
Yaz Engin
Publication year - 1990
Publication title -
optimal control applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.458
H-Index - 44
eISSN - 1099-1514
pISSN - 0143-2087
DOI - 10.1002/oca.4660110306
Subject(s) - discrete time and continuous time , simple (philosophy) , markov chain , jump , mathematics , riccati equation , discrete system , control theory (sociology) , state (computer science) , control (management) , computer science , algorithm , mathematical analysis , differential equation , statistics , philosophy , physics , epistemology , quantum mechanics , artificial intelligence
A new control method is proposed to stabilize, in the exponential mean‐square sense, linear discrete‐time systems with discrete‐time, discrete‐state jump Markov parameters. This method offers a substantial computational advantage in that it requires only finite‐time solutions of Riccati‐like equations to achieve stabilization.