AbstractWe 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.
