Constrained Predictive Control of Markov Jump Linear Systems Based on Terminal Invariant Sets
基于终端不变集的 Markov 跳变系统约束预测控制

In this paper,the receding horizon control(RHC) problem is considered for discrete time Markov jump linear sys- tems,subject to constraints on control inputs and observed out- puts.In given receding horizon,for every mode trajectory,con- trol inputs sequence is designed to drive the state trajectory into a terminal invariant set.The invariant set depends on the exis- tence of a fictitious state feedback control law,which guarantees stochastic stability of jump system out of the receding horizon. Based on such stability analysis,a linear matrix inequality ap- proach for designing receding horizon controller subject to input and output constraints is developed.