Optimal Preview Control of Markovian Jump Linear Systems
Optimal Preview Control of Markovian Jump Linear Systems
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Date
2008
Authors
Kenneth, Running
Advisor
Nuno, Martins
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Abstract
In this paper, we investigate the design of controllers, for discrete-time Markovian jump linear
systems, that achieve optimal reference tracking in the presence of preview (reference look-ahead). For
a quadratic cost and given a reference sequence, we obtain the optimal solution for the full information
case. The optimal control policy consists of the additive contribution of two terms: a feedforward
term and a feedback term. We show that the feedback term is identical to the standard optimal linear
quadratic regulator for Markovian jump linear systems. We provide explicit formulas for computing the
feedforward term, including an analysis of convergence.