Name
Abstract | ||
|---|---|---|
The paper is concerned with hybrid control of a class of linear quadratic Gaussian (LQG) systems modulated by a finite-state Markov chain. It develops approximation schemes for systems involving singularly perturbed Markov chains with weak and strong interactions, which are useful for natural time-scale separation and for large-scale Markovian systems. The presentation encompasses three cases: the recurrent Markov chains, inclusion of transient states, and inclusion of absorbing states. Near optimality of the approximation schemes is obtained, and a numerical example is presented. Computational results indicate our approximation schemes perform well. |
Year | DOI | Venue |
|---|---|---|
1999 | 10.1109/9.811209 | IEEE Trans. Automat. Contr. |
Keywords | Field | DocType |
Optimal control,Control systems,Riccati equations,Displays,Telecommunication control,Mathematics,Large-scale systems,Speech recognition,Pattern recognition,Signal processing | Signal processing,Mathematical optimization,Optimal control,Markov process,Linear-quadratic-Gaussian control,Control theory,Markov chain,Optimal projection equations,Control system,Mathematics | Journal |
Volume | Issue | ISSN |
44 | 12 | 0018-9286 |
Citations | PageRank | References |
14 | 2.31 | 1 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Qing Zhang | 1 | 567 | 25.85 |
| Gang George Yin | 2 | 460 | 61.21 |