Robust one-step receding horizon control of discrete-time Markovian jump uncertain systems
type: Item
instance of: scholarly article
title: Robust one-step receding horizon control of discrete-time Markovian jump uncertain systems
zbMATH Open document ID: 1001.93089
DOI: 10.1016/S0005-1098(02)00017-1
author: Byung-Gun Park
author: Wook Hyun Kwon
published in: Automatica
publication date: 2002-09-05T00:00:00Z
review text: This paper proposes a receding horizon control scheme for a set of uncertain discrete-time linear systems with randomly jumping parameters described by a finite-state Markov process whose jumping transition probabilities are assumed to belong to some convex sets. The control scheme for the underlying systems is based on the minimization of the worst-case one-step finite horizon cost with a finite terminal weighting matrix at each time instant. This robust receding horizon control scheme has a more general structure than the existing robust receding horizon control for the underlying systems under the same design parameters. The proposed controller is obtained using semidefinite programming.
reviewed by: Vyacheslav A. Vasiliev
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 90C22
zbMATH DE Number: 1797104
zbMATH Keywords: receding horizon control
zbMATH Keywords: Markovian jump uncertain systems
zbMATH Keywords: robust control
zbMATH Keywords: one-step
zbMATH Keywords: semidefinite programming
zbMATH Keywords: discrete-time linear systems
MaRDI profile type: Publication
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full work available at URL: s0005-1098(02)00017-1
OpenAlex ID: W2016535978
description: scientific article; zbMATH DE number 1797104