Groupe d’études et de recherche en analyse des décisions


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


This paper addresses the suboptimal regulator design problem of discrete-time jump linear system by using 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.

, 17 pages