Actas de congresos
Stability Of Receding Horizon Control Of Markov Jump Linear Systems Without Jump Observations
Registro en:
Proceedings Of The American Control Conference. Ieee, Piscataway, Nj, United States, v. 6, n. , p. 4289 - 4293, 2000.
7431619
2-s2.0-0034545958
Autor
Costa Eduardo F.
do Val Joao B.R.
Institución
Resumen
This paper addresses the stability of receding horizon control for discrete-time Markov jump linear systems assuming no observation on the jump variable and complete observation of the linear state. Linear feedback is employed, and it is shown that the quadratic N-stage cost functional provides a test for the stability in the mean square sense. The resulting stability condition relies on the idea of a sufficient large horizon length and an observability concept is developed to assure the existence of such an horizon. 6
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