Stochastic Optimal Tracking with Preview for Linear Continuous-Time Markovian Jump Systems by Output Feedback

• Nakura Gou

  No affiliation

抄録

In this paper we study stochastic optimal tracking control theory with preview for linear continuous-time Markovian jump systems on the finite time interval by output feedback. We consider two different cases according to the structure of preview information and give the control strategies for them respectively. The necessary and sufficient conditions for the solvability of the stochastic optimal tracking problem with preview by state feedback are given by coupled Riccati differential equations with terminal conditions. In order to decide the gains of output feedback controllers, we need solutions of another type of coupled Riccati differential equations with initial conditions.

収録刊行物

• システム制御情報学会論文誌

  システム制御情報学会論文誌 29 (11), 497-505, 2016

  一般社団法人 システム制御情報学会

キーワード

• Markovian jump systems
• stochastic optimal tracking with preview
• coupled Riccati differential equations
• coupled preview compensators
• output feedback

詳細情報

• CRID: 1390282680145887360
• NII論文ID: 130005394717
• NII論文ID: 40020988029
• NII書誌ID: AN1013280X
• DOI: 10.5687/iscie.29.497
• ISSN: 2185811X
• ISSN: 13425668
• NDL書誌ID: 027714299
• Web Site: https://ndlsearch.ndl.go.jp/books/R000000004-I027714299
• Web Site: https://www.jstage.jst.go.jp/article/iscie/29/11/29_497/_pdf
• 本文言語コード: en
• データソース種別:
  • JaLC
  • NDL
  • Crossref
  • CiNii Articles
• 抄録ライセンスフラグ: 使用不可