Title :
H∞ state-feedback control of jump linear systems
Author :
Ait-Rami, M. ; El Ghaoui, L.
Author_Institution :
Ecole Nationale Superieure de Techniques Avancees, Paris, France
Abstract :
The paper deals with the H∞ norm (or L2 gain) of a linear system subject to Markovian jumps. We show how to compute an upper bound on this quantity, and provide a robustness interpretation. We then show how to compute state-feedback control laws, both mode-dependent and mode-independent, ensuring mean-square stability and a given L2-gain bound. Our solutions are given in terms of convex optimization problems over linear matrix inequalities
Keywords :
H∞ control; linear systems; matrix algebra; optimisation; stability; state feedback; stochastic systems; H∞ control; L2 gain; Markovian jumps; convex optimization; jump linear systems; linear matrix inequality; mean-square stability; robustness; state-feedback; upper bound; Control systems; Control theory; Linear matrix inequalities; Linear systems; Mathematics; Riccati equations; Robust control; Robustness; Sufficient conditions; Upper bound;
Conference_Titel :
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
0-7803-2685-7
DOI :
10.1109/CDC.1995.479108
