Model Predictive Control for Continuous-Time Singular Jump Systems with Incomplete Transition Rates

Abstract

This paper is concerned with model predictive control (MPC) problem for continuous-time Markov Jump Systems (MJSs) with incomplete transition rates and singular character. Sufficient conditions for the existence of a model predictive controller, which could optimize a quadratic cost function and guarantee that the system is piecewise regular, impulse-free, and mean square stable, are given in two cases at each sampling time. Since the MPC strategy is aggregated into continuous-time singular MJSs, a discretetime controller is employed to deal with a continuous-time plant and the cost function not only refers to the singularity but also considers the sampling period. Moreover, the feasibility of the MPC scheme and the mean square admissibility of the closed-loop system are deeply discussed by using the invariant ellipsoid. Finally, a numerical example is given to illustrate the main results

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