Title :
Output feedback control of Markov jump linear systems in continuous-time
Author :
De Farias, D.P. ; Geromel, J.C. ; Val, J. B R do ; Costa, O.L.V.
Author_Institution :
Sch. of Electr. & Comput. Eng., UNICAMP, Brazil
fDate :
5/1/2000 12:00:00 AM
Abstract :
This paper addresses the dynamic output feedback control problem of continuous-time Markovian jump linear systems. The fundamental point in the analysis is an LMI characterization, comprising all dynamical compensators that stabilize the closed-loop system in the mean square sense. The H2 and H∞-norm control problems are studied, and the H2 and H∞ filtering problems are solved as a by product
Keywords :
H∞ control; Markov processes; closed loop systems; feedback; filtering theory; linear systems; robust control; stochastic systems; H∞ filtering; H∞-norm control; H2 filtering; H2-norm control; LMI characterization; closed-loop system stabilization; continuous-time Markovian jump linear systems; dynamic output feedback control problem; dynamical compensators; mean square sense; output feedback control; Control systems; Filtering; Linear feedback control systems; Linear matrix inequalities; Linear systems; Nonlinear filters; Optimal control; Output feedback; Riccati equations; State feedback;
Journal_Title :
Automatic Control, IEEE Transactions on
