Optimality analysis of adaptive sampled control of hybrid systems with quadratic index

IEEE Transactions on Automatic Control

Volumn 50, Issue 7, 2005, Pages 1044-1051

  Tan, Shuping ^a   Zhang, Ji Feng ^a   Yao, Lili ^a  

^a CHINESE ACADEMY OF SCIENCES   (China)

Author keywords

Adaptive control; Linear quadratic (LQ) index; Markov jump parameter; Sampled data based control; Stochastic system

Indexed keywords

COMPUTER SIMULATION; CONTROL SYSTEM ANALYSIS; CONTROL SYSTEM SYNTHESIS; FEEDBACK CONTROL; LINEAR CONTROL SYSTEMS; MARKOV PROCESSES; MATRIX ALGEBRA; OPTIMAL CONTROL SYSTEMS; PARAMETER ESTIMATION; RICCATI EQUATIONS; STOCHASTIC CONTROL SYSTEMS; THEOREM PROVING;

ADAPTIVE SAMPLED CONTROL; LINEAR QUADRATIC INDEX (LQ); MARKOV JUMP PARAMETER; OPTIMALITY ANALYSIS; SAMPLED DATA BASED CONTROL;

ADAPTIVE CONTROL SYSTEMS;

EID: 23144463409     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2005.851456     Document Type: Article

References (13)

1. W. M. Wonham, Random Differential Equations in Control Theory in Probabilistic Methods in Applied Mathematics, A. T. Bharucha-reid, Ed. New York: Academic, 1971, vol. 2.
2. M. Mariton, Jump Linear Systems in Automatic Control. New York: Marcel Dekker, 1990.
3. N. N. Krasovskii and E. A. Lidskii, "Analytical design of controllers in systems with random attributes I, II, III," Autom. Rem. Control, no. 22, p. 1021-1025, 1141-1146, 1289-1294, 1961.
4. Y. D. Ji and H. J. Chizeck, "Controllability, stabilizability and continuous-time markovian jump linear quadratic control," IEEE Trans. Autom. Control, vol. 35, no. 7, pp. 777-788, Jul. 1990.
5. D. P. de Farias and J. C. Geromel et al., "Output feedback control of markov jump linear systems in continuous-time," IEEE Trans. Autom. Control, vol. 45, no. 5, pp. 944-949, May 2000.
6. M. D. Fragoso and J. Baczynski, "Optimal control for continuous-time linear quadratic problems with infinite markov jump parameters," SIAM J. Control Optim., vol. 40, no. 1, pp. 270-297, 2001.
7. Y. Fang and A. L. Kenneth, "Stabilization of continuous-time jump linear systems," IEEE Trans. Autom. Control, vol. 47, no. 10, pp. 1590-1603, Oct. 2002.
8. P. E. Caines and J. F. Zhang, "On the adaptive control of jump parameter systems via nonlinear filtering," SIAM J. Control Optim., vol. 33, no. 6, pp. 1758-1777, 1995.
9. F. Xue and L. Guo, "Necessary and sufficient conditions for adaptive stability of jump linear systems," Commun. Inform. Syst., vol. 1, no. 2, pp. 205-224, 2001.
10. T. W. Chen and B. Francis, Optimal Sampled-Data Control Systems. London, U.K.: Springer-Verlag, 1995.
11. L. L. Yao and J. F. Zhang, "Sampled-data-based LQ control of stochastic linear continuous-time systems," Sci. China (Series F), vol. 45, no. 5, pp. 383-396, 2002.
12. D. Cheng and L. Zhang, "Adaptive control of switched systems," in Proc. 42nd IEEE Conf. Decision Control, Maui, HI, 2003, pp. 6260-6264.
13. E. A. Coddington and R. Carlson, Linear Ordinary Differential Equations. Philadelphia, PA: SIAM, 1997.