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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e-mail: fliu@jiangnan.edu.cn
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January 2011
Research Papers
Receding Horizon Control for Constrained Markovian Jump Linear Systems With Bounded Disturbance
Jiwei Wen,
Jiwei Wen
Key Laboratory of Advanced Process Control for Light Industry (Ministry of Education), Institute of Automation,
e-mail: wjw8143@yahoo.com.cn
Jiangnan University
, Wuxi 214122, P.R. China
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Fei Liu
Fei Liu
Professor
Key Laboratory of Advanced Process Control for Light Industry (Ministry of Education), Institute of Automation,
e-mail: fliu@jiangnan.edu.cn
Jiangnan University
, Wuxi 214122, P.R. China
Search for other works by this author on:
Jiwei Wen
Key Laboratory of Advanced Process Control for Light Industry (Ministry of Education), Institute of Automation,
Jiangnan University
, Wuxi 214122, P.R. Chinae-mail: wjw8143@yahoo.com.cn
Fei Liu
Professor
Key Laboratory of Advanced Process Control for Light Industry (Ministry of Education), Institute of Automation,
Jiangnan University
, Wuxi 214122, P.R. Chinae-mail: fliu@jiangnan.edu.cn
J. Dyn. Sys., Meas., Control. Jan 2011, 133(1): 011005 (10 pages)
Published Online: November 24, 2010
Article history
Received:
November 5, 2009
Revised:
July 4, 2010
Online:
November 24, 2010
Published:
November 24, 2010
Citation
Wen, J., and Liu, F. (November 24, 2010). "Receding Horizon Control for Constrained Markovian Jump Linear Systems With Bounded Disturbance." ASME. J. Dyn. Sys., Meas., Control. January 2011; 133(1): 011005. https://doi.org/10.1115/1.4002709
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