Title :
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
fDate :
6/21/1905 12:00:00 AM
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;
Conference_Titel :
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5250-5
DOI :
10.1109/CDC.1999.828008
