NDLI: Optimal control for Markovian jump systems with colored process noise

Content Provider	IEEE Xplore Digital Library
Author	Longmei Zhang Jin Zhu Linpeng Wang Huiyu Jin
Copyright Year	2012
Description	Author affiliation: Department of Automation, University of Science and Technology of China, Hefei 230027, China (Longmei Zhang; Jin Zhu; Linpeng Wang; Huiyu Jin)
Abstract	This paper investigates optimal controller design for Markovian jump systems with colored process noise. Since the colored process noise can be obtained by white noise through shaping filter, we get new equivalent equations of the concerned systems by using expansion vector method. Based on this, the optimal estimator in mean squared sense is deduced by adopting Kalman filter. According to the separation principle, the feedback controller only depends on the state estimation variables. With the desired controller for such Markovian jump systems, the quadratic control performance of such systems can be minimized. A numerical simulation illustrates the validity of this method.
Starting Page	758
Ending Page	762
File Size	591602
Page Count	5
File Format	PDF
ISBN	9781457720734
e-ISBN	9781457720741
DOI	10.1109/CCDC.2012.6244116
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2012-05-23
Publisher Place	China
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Linear systems Colored Noise Separation Principle Optimal control White noise Kalman filters Colored noise Optimal Control Markovian Jump Systems
Content Type	Text
Resource Type	Article

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