On the control of Markov jump linear systems with no mode observation: application to a DC Motor device


Correspondence to: Alessandro N. Vargas, UTFPR, Av. Alberto Carazzai 1640, 86300-000 Cornelio Procópio-PR, Brazil.

E-mail: avargas@utfpr.edu.br


This paper deals with the control problem of discrete-time Markov jump linear systems for the case in which the controller does not have access to the state of the Markov chain. A necessary optimal condition, which is nonlinear with respect to the optimizing variables, is introduced, and the corresponding solution is obtained through a variational convergent method. We illustrate the practical usefulness of the derived approach by applying it in the control speed of a real DC Motor device subject to abrupt power failures.Copyright © 2012 John Wiley & Sons, Ltd.