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Research Papers

Receding Horizon Control for Constrained Markovian Jump Linear Systems With Bounded Disturbance

[+] Author and Article Information
Jiwei Wen

Key Laboratory of Advanced Process Control for Light Industry (Ministry of Education), Institute of Automation, Jiangnan University, Wuxi 214122, P.R. Chinawjw8143@yahoo.com.cn

Fei Liu

Key Laboratory of Advanced Process Control for Light Industry (Ministry of Education), Institute of Automation, Jiangnan University, Wuxi 214122, P.R. Chinafliu@jiangnan.edu.cn

J. Dyn. Sys., Meas., Control 133(1), 011005 (Nov 24, 2010) (10 pages) doi:10.1115/1.4002709 History: Received November 05, 2009; Revised July 04, 2010; Published November 24, 2010; Online November 24, 2010

This paper addresses the constrained receding horizon control scheme for a class of discrete-time Markovian jump linear systems with partly unknown transition probabilities and persistent bounded disturbances. The proposed method adopts paradigm that utilizes nominal closed-loop feedback controller plus an additional online optimized variable. Both the state feedback approach and the observer based approach are given. The obtained predictive controller guarantees constraint fulfillment and asymptotic state regulation in the mean square sense for all admissible disturbances. The system state and estimated state converge into a stochastic disturbance invariant set provided that the initial state and initial estimation error are feasible. A numerical example is given to verify the effectiveness of the proposed method.

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Figures

Grahic Jump Location
Figure 1

Jump mode, state response, additional control variable, and nominal control

Grahic Jump Location
Figure 2

d-invariant set and state trajectory

Grahic Jump Location
Figure 3

Response of estimated state, estimation error, additional control variable, and nominal control

Grahic Jump Location
Figure 4

d-invariant set and trajectory of estimated state

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