原创力文档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
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