Constrained MPC design of nonlinear Markov jump system with nonhomogeneous process. (English) Zbl 1326.93118
Summary: In this paper, a differential-inclusion-based MPC scheme is developed of the controller design for a discrete time nonlinear Markov jump system with nonhomogeneous transition probability. By adopting a differential-inclusion-based convex model predictive control mechanism, the nonlinear Markov jump system with nonhomogeneous transition probability is enclosed by a set of linear Markov jump systems. In this way, the controller design for the nonlinear Markov jump system can be solved via solving a set of linear Markov jump systems. Two numerical examples with different weighting parameters \(R\) are presented to illustrate the applicability of the results obtained.
MSC:
| 93E03 | Stochastic systems in control theory (general) |
| 93C55 | Discrete-time control/observation systems |
| 60J75 | Jump processes (MSC2010) |
| 93B40 | Computational methods in systems theory (MSC2010) |
Keywords:
constrained MPC; nonlinear Markov jump systems; nonhomogeneous switching; discrete time; differential-inclusion-basedReferences:
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