Minimax control of switching systems under sampling

• Published in: Proceedings of the Thirty-Third IEEE Conference on Decision and Control Vol. 1; pp. 716 - 721 vol.1
• Main Author: Basar, T.
• Format: Conference Proceeding
• Language: English
• Published: IEEE 1994
• Subjects: Control systems; Minimax techniques; Optimal control; Particle measurements; Riccati equations; Sampling methods; Stochastic processes; Stochastic systems; Switching systems; Uncertainty
• DOI: 10.1109/CDC.1994.410869
• ISBN: 0780319680; 9780780319684

Considers a general class of systems subject to two types of uncertainty: a continuous deterministic uncertainty that affects the system dynamics, and a discrete stochastic uncertainty that leads to jumps in the system structure at random times, with the latter described by a continuous-time finite state Markov chain. When only sampled values of the system state are available to the controller, along with perfect measurements on the state of the Markov chain, the author obtains a characterization of minimax controllers, which involves the solutions of two finite sets of coupled PDEs, and a finite dimensional compensator. For the linear-quadratic case, a complete characterization is given in terms of coupled generalized Riccati equations, which also provides the solution to a particular H/sup /spl infin// optimal control problem with randomly switching system structure and sampled state measurements.< >