Groupe d’études et de recherche en analyse des décisions

G-2001-54

On the Regulator Design for Linear Systems with Markov Jumping Parameters

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This chapter deals with the regulator design problem for the class of jump linear systems. Optimal regulator design, suboptimal regulator with time-multiplied performance index and regulator with prescribed convergence rate are studied and corresponding algorithms are proposed. A numerical example is worked out to show the validness of the proposed regulator design algorithms.

, 26 pages