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

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)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 (C) 2012 John Wiley & Sons, Ltd.2310SI11361150Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)Spanish agency Fundacion CarolinaFundacion Carolina - Programa 'Movilidad de profesores e investigadores Brasil-Espana. C.2010'[04/06947-0][304856/2007-0][304429/2007-4][306466/2010-4]Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)FAPESP [FAPESP 03/06736-7][04/06947-0]CNPq [CNPq 471557/2009-9][304856/2007-0][304429/2007-4][306466/2010-4