robust control of discrete-time hybrid systems with uncertain modal dynamics离散混合系统的鲁棒控制与不确定模态动力学.pdf

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robust control of discrete-time hybrid systems with uncertain modal dynamics离散混合系统的鲁棒控制与不确定模态动力学.pdf

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robust control of discrete-time hybrid systems with uncertain modal dynamics离散混合系统的鲁棒控制与不确定模态动力学

ROBUST CONTROL OF DISCRETE-TIME HYBRID SYSTEMS WITH UNCERTAIN MODAL DYNAMICS THORDUR RUNOLFSSON Received 26 April 2004 We study systems that are subject to sudden structural changes due to either changes in the operational mode of the system or failure. We consider linear dynamical systems that depend on a modal variable which is either modeled as a ﬁnite-state Markov chain or generated by an automaton that is subject to an external disturbance. In the Markov chain case, the objective of the control is to minimize a risk-sensitive cost functional. The risk- sensitive cost functional measures the risk sensitivity of the system to transitions caused by the random modal variable. In the case when a disturbed automaton describes the modal variable, the objective of the control is to make the system as robust to changes in the external disturbance as possible. Optimality conditions for both problems are derived and it is shown that the disturbance rejection problem is closely related to a certain risk- sensitive control problem for the hybrid system. 1. Introduction In this paper, we study systems that are subject to sudden structural changes due to ei- ther changes in the operational mode of the system or failure. In particular, we study linear dynamical systems that operate in several modes. The modal variable determines the operational mode of the system and may be generated by some kind of a supervisory system, it may be random, or it may be some combination of the two. Systems of this form arise in various applications and system formulations, such as power systems [20], target tracking [ 11], and fault-tolerant control systems [11, 16]. Control of hybrid systems, where the modal variable is modeled as a random process, has been studied by many authors. In [ 17], a theory for linear hybrid systems with a Markovian jump parameter (modal variable) is developed and it is shown that an optimal state feedback control law in the case of a qu