Abstract
In this chapter, we present the finite-time control problem of 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 speed control of a real DC motor device subject to abrupt power failures.
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Vargas, A.N., Costa, E.F., do Val, J.B.R. (2016). Finite-Time Control Problem. In: Advances in the Control of Markov Jump Linear Systems with No Mode Observation. SpringerBriefs in Electrical and Computer Engineering(). Springer, Cham. https://doi.org/10.1007/978-3-319-39835-8_2
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DOI: https://doi.org/10.1007/978-3-319-39835-8_2
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