On the control of Markov jump linear systems with no mode observation: Application to a DC Motor device

This paper deals with the control problem of discrete-time Markov jump linear systems for the case in which the controller does not have access to the state of the Markov chain. A necessary optimal condition, which is nonlinear with respect to the optimizing variables, is introduced, and the corresp...

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Detalles Bibliográficos
Autores: Vargas, A.N., Costa, E.F., Do Val, J.B.R.
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2013
País:España
Institución:Basque Center for Applied Mathematics (BCAM)
Repositorio:BIRD. BCAM's Institutional Repository Data
OAI Identifier:oai:bird.bcamath.org:20.500.11824/516
Acceso en línea:http://hdl.handle.net/20.500.11824/516
Access Level:acceso abierto
Palabra clave:control of DC Motor
Markov jump linear systems
stochastic systems
Descripción
Sumario:This paper deals with the control problem of discrete-time Markov jump linear systems for the case in which the controller does not have access to the state of the Markov chain. A necessary optimal condition, which is nonlinear with respect to the optimizing variables, is introduced, and the corresponding solution is obtained through a variational convergent method. We illustrate the practical usefulness of the derived approach by applying it in the control speed of a real DC Motor device subject to abrupt power failures.