Title :
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
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;
Conference_Titel :
Control Conference (ECC), 2014 European
Conference_Location :
Strasbourg
Print_ISBN :
978-3-9524269-1-3
DOI :
10.1109/ECC.2014.6862253
