Guaranteed cost control of Markov jump uncertain system with time-multiplied cost function

Author

Boukas, E.K. ; Liu, Z.K. ; Al-sunn, F.

Author_Institution

Dept. of Mech. Eng., Ecole Polytech. de Montreal, Que., Canada

Volume

4

fYear

1999

fDate

6/21/1905 12:00:00 AM

Firstpage

4125

Abstract

This paper addresses the guaranteed cost control problem of jump linear system with norm bounded uncertain parameters. The time-multiplied performance index is considered. The performance is first calculated and an LMI based algorithm is developed to design a state feedback control law with constant gain matrices which robustly stabilizes the system in the mean square quadratic stable sense. A numerical example is given to show the usefulness of our results

Keywords

Markov processes; control system synthesis; matrix algebra; robust control; state feedback; stochastic systems; uncertain systems; LMI based algorithm; Markov jump uncertain system; constant gain matrices; guaranteed cost control; jump linear system; mean square quadratic stable sense; norm bounded uncertain parameters; state feedback control law design; time-multiplied cost function; time-multiplied performance index; Control systems; Cost function; Linear matrix inequalities; Linear systems; Performance analysis; Performance gain; Power system modeling; Regulators; Robust control; Uncertain systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1999. Proceedings of the 38th IEEE Conference on

Conference_Location

Phoenix, AZ

ISSN

0191-2216

Print_ISBN

0-7803-5250-5

Type

conf

DOI

10.1109/CDC.1999.828008

Filename

828008