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dc.contributor.authorNespoli, Cristiane-
dc.contributor.authorZúñiga, Yusef R. C.-
dc.contributor.authorDo Val, João Bosco R.-
dc.identifier.citationIFAC Proceedings Volumes (IFAC-PapersOnline), v. 16, p. 25-30.-
dc.description.abstractThe linear quadratic Gaussian control of discrete-time Markov jump linear systems is addressed in this paper, first for state feedback, and also for dynamic output feedback using state estimation. in the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (T N), or the occurrence of a crucial failure event (τ δ), after which the system paralyzed. From the constructive method used here a separation principle holds, and the solutions are given in terms of a Kalman filter and a state feedback sequence of controls. The control gains are obtained by recursions from a set of algebraic Riccati equations for the former case or by a coupled set of algebraic Riccati equation for the latter case. Copyright © 2005 IFAC.en
dc.subjectMarkov models-
dc.subjectState and output feedback control-
dc.subjectStopping times-
dc.subjectAlgebraic Riccati equations-
dc.subjectConstructive methods-
dc.subjectControl gains-
dc.subjectCoupled set-
dc.subjectDynamic output feedback-
dc.subjectFailure events-
dc.subjectLinear quadratic Gaussian control-
dc.subjectMarkov jump linear systems-
dc.subjectMarkov model-
dc.subjectOutput feedback controls-
dc.subjectSeparation principle-
dc.subjectStopping time-
dc.subjectLinear systems-
dc.subjectMarkov processes-
dc.subjectRiccati equations-
dc.subjectRobustness (control systems)-
dc.subjectState feedback-
dc.subjectDiscrete time control systems-
dc.titleLinear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping timesen
dc.contributor.institutionUniversidade Estadual Paulista (UNESP)-
dc.contributor.institutionUniversidade Estadual de Campinas (UNICAMP)-
dc.description.affiliationUniv. Est. Paulista, C.P. 467, 19060-900, Pres. Prudente, SP-
dc.description.affiliationFEEC Univ. Est. de Campinas, C.P. 6101, 13081-970, Campinas, SP-
dc.rights.accessRightsAcesso restrito-
dc.relation.ispartofIFAC Proceedings Volumes (IFAC-PapersOnline)-
Appears in Collections:Artigos, TCCs, Teses e Dissertações da Unesp

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