The note presents an algorithm for the average\udcost control problem of continuous-time Markov jump linear\udsystems. The controller assumes a linear state-feedback form\udand the corresponding control gain does not depend on the\udMarkov chain. In this scenario, the control problem is that of\udminimizing the long-run average cost. As an attempt to solve the\udproblem, we derive a global convergent algorithm that generates\uda gain satisfying necessary optimality conditions. Our algorithm\udhas practical implications, as illustrated by the experiments that\udwere carried out to control an electronic dc–dc buck converter.\udThe buck converter supplied a load that suffered abrupt changes\uddriven by a homogeneous Markov chain. Besides, the source of\udthe buck converter also suffered abrupt Markov-driven changes.\udThe experimental results support the usefulness of our algorithm.
展开▼
