Constrained model predictive control of jump linear systems with noise and non-observed Markov state

@article{Vargas2006ConstrainedMP,
  title={Constrained model predictive control of jump linear systems with noise and non-observed Markov state},
  author={A. N. Vargas and Walter Furloni and J.B.R. do Val},
  journal={2006 American Control Conference},
  year={2006},
  pages={6 pp.-}
}
This paper presents a variational method to the solution of the model predictive control (MPC) of discrete-time Markov jump linear systems (MJLS) subject to noisy inputs and a quadratic performance index. Constraints appear on system state and input control variables in terms of the first two moments of the processes. The information available to the controller does not involve observations of the Markov chain state and, to solve the problem a sequence of linear feedback gains that is… CONTINUE READING
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