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Suboptimal Regulators for Discrete-Time Jump Linear Systems with Time-Multiplied Performance Index

Author

Listed:
  • E.K. Boukas

    (École Polytechnique de Montréal)

  • Z.K. Liu

    (École Polytechnique de Montréal)

Abstract

This paper addresses the suboptimal regulator design problem of a discrete-time jump linear system by using a time-multiplied performance index. For a given state feedback control with constant gain matrices, the time-multiplied performance index is derived and a necessary condition for such a control to minimize the time-multiplied cost is provided. A gradient-based algorithm to find a suboptimal control law is developed and some numerical results are given to show the usefulness of the theoretical results.

Suggested Citation

  • E.K. Boukas & Z.K. Liu, 2002. "Suboptimal Regulators for Discrete-Time Jump Linear Systems with Time-Multiplied Performance Index," Journal of Optimization Theory and Applications, Springer, vol. 115(1), pages 49-65, October.
    • Handle: RePEc:spr:joptap:v:115:y:2002:i:1:d:10.1023_a:1019672829007
    DOI: 10.1023/A:1019672829007
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