Guaranteed cost control for discrete-time Markovian jump linear system with mode-dependent time-delays

Author

Boukas, E.K. ; Liu, Z.K.

Author_Institution

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

Volume

4

fYear

2002

fDate

10-13 Dec. 2002

Firstpage

3794

Abstract

This paper addresses the guaranteed cost control problem for the class of discrete time Markovian jump linear systems with uncertain parameters and time-delays, which are assumed to be dependent on the system mode. Sufficient and necessary conditions for the system to be mean square quadratic stable (MSQS) is obtained. An LMI-based method to design a memory less state feedback controller which stabilizes the system in the MSQS sense and guarantees a certain cost bound is developed.

Keywords

Markov processes; control system synthesis; cost optimal control; delay systems; discrete time systems; linear matrix inequalities; linear systems; robust control; state feedback; LMI; cost bound; cost control problem; discrete time Markovian jump linear system; linear matrix inequality; mean square quadratic stable system; memory less state feedback controller design; mode dependent time delays; necessary conditions; sufficient conditions; uncertain parameters; Control systems; Costs; Design methodology; Linear matrix inequalities; Linear systems; Performance analysis; Robust control; State feedback; Uncertain systems; Uncertainty;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 2002, Proceedings of the 41st IEEE Conference on

ISSN

0191-2216

Print_ISBN

0-7803-7516-5

Type

conf

DOI

10.1109/CDC.2002.1184955

Filename

1184955