H∞ control of discrete-time Markov jump systems with bounded transition probabilities

被引:74
作者
Boukas, E. K. [1 ]
机构
[1] Ecole Polytech, Dept Mech Engn, Montreal, PQ H3C 3A7, Canada
关键词
Markov jump systems; systems with random abrupt changes; partially known transition probabilities; H-infinity control; state feedback; discrete-time systems with random abrupt changes; bounded transition probabilities; LMI;
D O I
10.1002/oca.870
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This paper deals with the class of discrete-time linear systems with random abrupt changes and unknown transition probabilities but varying between known bounds for each mode. The H-infinity control problem of this class of systems is revisited and new sufficient conditions are developed in the linear matrix inequality (LMI) setting to design the state-feedback controller that stochastically stabilizes the system under consideration and at the same time guarantees the disturbance rejection with a desired level gamma. Sufficient conditions for existence of the state-feedback controller are developed. It is shown that the addressed problem can be solved if the corresponding developed LMIs are feasible. Numerical examples are employed to show the usefulness of the proposed results. Copyright (C) 2008 John Wiley & Sons, Ltd.
引用
收藏
页码:477 / 494
页数:18
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