Constrained MPC design of nonlinear Markov jump system with nonhomogeneous process

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.