Chengquan Fang, Jin Zhu, and Linpeng Wang
Markovian jump systems, stochastic noise of arbitrary distribution,saturated controller, particle control approach
This paper investigates saturated controller design for a class of discrete-time Markovian jump systems, which are subject to stochastic noises in form of arbitrary distribution. By particle control approach, the controller is designed which ensures the system to achieve the desired objective with a given admissible probability. Taking into account the huge computation of particle control approach, an improved method is proposed from two aspects: time length and particle number. This method reduces the computation greatly with control cost increasing slightly. The effectiveness of this improved method is verified by simulations.
Important Links:
Go Back