Feedback predictive control of nonhomogeneous Markov jump systems with nonsymmetric constraints

Yanqing Liu, Fei Liu


We consider feedback predictive control of a discrete nonhomogeneous Markov jump system with nonsymmetric constraints. The probability transition of the Markov chain is modelled as a time-varying polytope. An ellipsoid set is utilized to construct an invariant set in the predictive controller design. However, when the constraints are nonsymmetric, this method leads to results which are over conserved due to the geometric characteristics of the ellipsoid set. Thus, a polyhedral invariant set is applied to enlarge the initial feasible area. The results obtained are for a more general class of dynamical systems, and the feasibility region is significantly enlarged. A numerical example is presented to illustrate the advantage of the proposed method.



predictive control, nonhomogeneous Markov jump system, nonsymmetric constraints, discrete time


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ANZIAM Journal, ISSN 1446-8735, copyright Australian Mathematical Society.