Regulador Recursivo para Sistemas Lineares sujeitos a Saltos Markovianos e Atraso Aleatório no Estado

Abstract

We propose a recursive regulator for discrete-time Markov jump linear systems with random state delay. The time-delay belongs to a known interval, and the rate of change between two consecutive delays is considered. By applying the augmented system approach and modeling the delay by a Markov chain, we obtain a delay-free Markovian system. For this system, a min-max optimization problem is formulated whose solution provides a state-feedback control law. The stability conditions of the recursive regulator are achievable through coupled Riccati equations. Moreover, we validate the performance of the proposed regulator with a numerical example.