The note presents an algorithm for the average cost control problem of continuous-time Markov jump linear systems. The controller assumes a linear state-feedback form and the corresponding control gain does not depend on the Markov chain. In this scenario, the control problem is that of minimizing the long-run average cost. As an attempt to solve the problem, we derive a global convergent algorithm that generates a gain satisfying necessary optimality conditions. Our algorithm has practical implications, as illustrated by the experiments that were carried out to control an electronic dc–dc buck converter. The buck converter supplied a load that suffered abrupt changes driven by a homogeneous Markov chain. Besides, the source of the buck converter also suffered abrupt Markov-driven changes. The experimental results support the usefulness of our algorithm.

Peer Reviewed