Robust one-step receding horizon control of discrete-time Markovian jump uncertain systems

摘要

This paper proposes a receding horizon control scheme for a set of uncertain discrete-time linear systems with randomly jumping parameters described by a finite-state Markov process whose jumping transition probabilities are assumed to belong to some convex sets, The control scheme for the underlying systems is based on the minimization of the worst-case one-step finite horizon cost with a finite terminal weighting matrix at each time instant, This robust receding horizon control scheme has a more general structure than the existing robust receding horizon control for the underlying systems under the same design parameters. The proposed controller is obtained using semidefinite programming. (C) 2002 Elsevier Science Ltd. All rights reserved. [References: 17]