Abstract
In this paper we study the stochastic optimal tracking problems with preview for a class of linear discrete-time Markovian jump systems. Our systems are described by the discrete-time switching systems with Markovian mode transitions. The necessary and sufficient conditions for the solvability of our optimal tracking problem is given by coupled Riccati difference equations with terminal conditions. Correspondingly feedforward compensators introducing future information are given by coupled difference equations with terminal conditions. We consider both of the cases by state feedback and output feedback.
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Nakura, G. (2009). Stochastic Optimal Tracking with Preview for Linear Discrete-Time Markovian Jump Systems (Extended Abstract). In: Majumdar, R., Tabuada, P. (eds) Hybrid Systems: Computation and Control. HSCC 2009. Lecture Notes in Computer Science, vol 5469. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-00602-9_34
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DOI: https://doi.org/10.1007/978-3-642-00602-9_34
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-00601-2
Online ISBN: 978-3-642-00602-9
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