ℋ2 and ℋ∞ state-feedback control of continuous-time MJLS with uncertain transition rates?

Author

Cardeliquio, C.B. ; Fioravanti, A.R. ; Goncalves, A.P.C.

Author_Institution

DSCE, UNICAMP, Campinas, Brazil

fYear

2014

fDate

24-27 June 2014

Firstpage

2237

Lastpage

2241

Abstract

This paper addresses the ℋ₂ and the ℋ_∞ state-feedback control of Markov Jump Linear Systems (MJLS) in continuous-time through Linear Matrix Inequalities (LMIs).We derive new necessary and 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 the quality of our results through a numerical example.

Keywords

H^∞ control; H² control; Markov processes; continuous time systems; linear matrix inequalities; linear systems; set theory; state feedback; uncertain systems; ℋ_∞ state-feedback control; ℋ₂ state-feedback control; Markov jump linear systems; continuous-time MJLS; convex set; linear matrix inequalities; necessary LMI conditions; sufficient LMI conditions; uncertain transition rates; Linear matrix inequalities; Linear systems; Markov processes; Mathematical model; Robustness; Symmetric matrices; Uncertainty; Continuous-time systems; Linear Matrix Inequalities; Markov models; State-feedback control;

fLanguage

English

Publisher

ieee

Conference_Titel

Control Conference (ECC), 2014 European

Conference_Location

Strasbourg

Print_ISBN

978-3-9524269-1-3

Type

conf

DOI

10.1109/ECC.2014.6862253

Filename

6862253