Discrete-time switched stochastic control systems with randomly observed operation mode

Ahmet Cetinkaya; Tomohisa Hayakawa

doi:10.1109/CDC.2013.6759863

Discrete-time switched stochastic control systems with randomly observed operation mode

Ahmet Cetinkaya, Tomohisa Hayakawa

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

4 Citations (Scopus)

Abstract

Feedback control of a discrete-time switched stochastic system is explored for the case where the active operation mode is observed only at random time instants. A stabilizing control law that utilizes the information obtained through mode observations is proposed. We analyze the probabilistic dynamics of a sequence-valued stochastic process that captures the key properties of the evolution of active mode between mode observation instants. We then use the results of our analysis to obtain sufficient conditions under which our proposed control law guarantees almost sure asymptotic stabilization. We illustrate the efficacy of our approach with a numerical example.

Original language	English
Title of host publication	2013 IEEE 52nd Annual Conference on Decision and Control, CDC 2013
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	85-90
Number of pages	6
ISBN (Print)	9781467357173
DOIs	https://doi.org/10.1109/CDC.2013.6759863
Publication status	Published - 2013
Externally published	Yes
Event	52nd IEEE Conference on Decision and Control, CDC 2013 - Florence, Italy Duration: 2013 Dec 10 → 2013 Dec 13

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
ISSN (Print)	0743-1546
ISSN (Electronic)	2576-2370

Conference

Conference	52nd IEEE Conference on Decision and Control, CDC 2013
Country/Territory	Italy
City	Florence
Period	13/12/10 → 13/12/13

ASJC Scopus subject areas

Control and Systems Engineering
Modelling and Simulation
Control and Optimization

Access to Document

10.1109/CDC.2013.6759863

Cite this

Cetinkaya, A., & Hayakawa, T. (2013). Discrete-time switched stochastic control systems with randomly observed operation mode. In 2013 IEEE 52nd Annual Conference on Decision and Control, CDC 2013 (pp. 85-90). Article 6759863 (Proceedings of the IEEE Conference on Decision and Control). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC.2013.6759863

Discrete-time switched stochastic control systems with randomly observed operation mode. / Cetinkaya, Ahmet; Hayakawa, Tomohisa.
2013 IEEE 52nd Annual Conference on Decision and Control, CDC 2013. Institute of Electrical and Electronics Engineers Inc., 2013. p. 85-90 6759863 (Proceedings of the IEEE Conference on Decision and Control).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Cetinkaya, A & Hayakawa, T 2013, Discrete-time switched stochastic control systems with randomly observed operation mode. in 2013 IEEE 52nd Annual Conference on Decision and Control, CDC 2013., 6759863, Proceedings of the IEEE Conference on Decision and Control, Institute of Electrical and Electronics Engineers Inc., pp. 85-90, 52nd IEEE Conference on Decision and Control, CDC 2013, Florence, Italy, 13/12/10. https://doi.org/10.1109/CDC.2013.6759863

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AB - Feedback control of a discrete-time switched stochastic system is explored for the case where the active operation mode is observed only at random time instants. A stabilizing control law that utilizes the information obtained through mode observations is proposed. We analyze the probabilistic dynamics of a sequence-valued stochastic process that captures the key properties of the evolution of active mode between mode observation instants. We then use the results of our analysis to obtain sufficient conditions under which our proposed control law guarantees almost sure asymptotic stabilization. We illustrate the efficacy of our approach with a numerical example.

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Discrete-time switched stochastic control systems with randomly observed operation mode

Abstract

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ASJC Scopus subject areas

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