Suboptimal design of regulators for jump linear system with time-multiplied quadratic cost

Abstract

Considers the suboptimal regulator design problem of jump linear system with time-multiplied performance index. The time-multiplied performance index is derived. A necessary condition for a control law with constant gain matrix to minimize the time-multiplied cost is established and a gradient-based algorithm to find a suboptimal control law is developed. Some numerical results are worked out to show the usefulness of the theoretical results.