Suboptimal Regulators for Discrete-Time Jump Linear Systems with Time-Multiplied Performance Index

This paper addresses the suboptimal regulator design problem of a discrete-time jump linear system by using a time-multiplied performance index. For a given state feedback control with constant gain matrices, the time-multiplied performance index is derived and a necessary condition for such a control to minimize the time-multiplied cost is provided. A gradient-based algorithm to find a suboptimal control law is developed and some numerical results are given to show the usefulness of the theoretical results.