Integral linear quadratic regulator for Markovian jump linear systems subject with exogenous inputs
DOI:
https://doi.org/10.22481/intermaths.v5i1.14689Keywords:
Regulator, Optimal Control, Markovian Systems, Discrete-time, Disturbances, Integral ActionAbstract
In this paper, the problem of linear quadratic regulation with integral action and external
disturbances rejection is addressed for Markovian Jump Linear Systems. Problem solu-
tion is based on augmented state and the method of constrained weighted least squares.
Numerical examples are presented to demonstrated to efficiency of the proposed regulator.
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