Constrained MPC design of nonlinear Markov jump system with nonhomogeneous process
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Authors
Liu, Y.
Yin, Y.
Liu, F.
Teo, Kok Lay
Date
2015Type
Journal Article
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Liu, Y. and Yin, Y. and Liu, F. and Teo, K.L. 2015. Constrained MPC design of nonlinear Markov jump system with nonhomogeneous process. Nonlinear Analysis: Hybrid Systems. 17: pp. 1-9.
Source Title
Nonlinear Analysis: Hybrid Systems
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School
Department of Mathematics and Statistics
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Abstract
In this paper, a differential-inclusion-based MPC scheme is developed for the controller design for a discrete time nonlinear Markov jump system with nonhomogeneous transition probability. By adopting a differential-inclusion-based convex model predictive control mechanism, the nonlinear Markov jump system with nonhomogeneous transition probability is enclosed by a set of linear Markov jump systems. In this way, the controller design for the nonlinear Markov jump system can be solved via solving a set of linear Markov jump systems. Two numerical examples with different weighting parameters R are presented to illustrate the applicability of the results obtained.
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