H∞ control for Markovian jump nonlinear systems

被引：0

作者：

King Fahd Univ of Petroleum and, Minerals, Dhahran, Saudi Arabia ^{[1
]}

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来源：

Proc IEEE Conf Decis Control | / 766-771期

关键词：

Closed loop control systems - Lyapunov methods - Markov processes - Optimal control systems - System stability;

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摘要：

In this paper, the problem of disturbance attenuation with internal stability for nonlinear systems with Markovian jumping parameters is considered. It is shown that this problem is solvable if there exists a set of smooth positive semi-definite functions satisfying certain Hamilton-Jacobi-Isaacs inequalities. Furthermore, it is shown that if this solution exists, it represents a stochastic Lyapunov function for the closed-loop nonlinear system.

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