Title :
ℋ2 output-feedback control of continuous-time MJLS with uncertain transition rates
Author :
Cardeliquio, C.B. ; Fioravanti, A.R. ; Goncalves, A.P.C.
Author_Institution :
Sch. of Electr. & Comput. Eng., DCA, Brazil
Abstract :
This paper addresses the ℋ2 output-feedback control of Markov Jump Linear Systems (MJLS) in continuous-time through Linear Matrix Inequalities (LMIs). We derive new sufficient LMI conditions for the case with completely known transition rates which are affine with respect to these parameters. Then, we treat the case where transition rates are considered uncertain, but belong to a given convex set. We illustrate our results through a numerical example.
Keywords :
H2 control; Markov processes; continuous time systems; feedback; linear matrix inequalities; linear systems; set theory; ℋ<;sub>2<;/sub> output-feedback control; Markov jump linear systems; continuous-time MJLS; convex set; linear matrix inequalities; sufficient LMI conditions; uncertain transition rates; Closed loop systems; Linear matrix inequalities; Markov processes; Mathematical model; Symmetric matrices; Uncertainty;
Conference_Titel :
Decision and Control (CDC), 2014 IEEE 53rd Annual Conference on
Conference_Location :
Los Angeles, CA
Print_ISBN :
978-1-4799-7746-8
DOI :
10.1109/CDC.2014.7039528
