Linear quadratic regulator for a class of Markovian jump systems with control in jumps

Abstract

This paper presents a suboptimal control strategy for the linear quadratic regulator problem of Markov jump linear systems subject to control in jumps. The system under study has a dual switching structure, in a manner that the system parameters jump according to both a Markov chain and a given switching control rule. The suboptimal control policy, derived… (More)
DOI: 10.1109/CDC.2010.5718039

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