Control for Markovian jumping discrete-time systems with different forms of uncertainties

Author

Shi, Peng ; Boukas, El-K6bir

Author_Institution

Centre for Ind. & Applicable Math., South Australia Univ., The Levels, SA, Australia

Volume

2

fYear

1998

fDate

21-26 Jun 1998

Firstpage

728

Abstract

We investigate the H_∞ control problem for a class of linear discrete-time systems with Markovian jumping parameters. The jumping parameters considered is modelled by a discrete-time Markov process. Our attention is focused on the design of linear state feedback controller such that both stochastic stability and a prescribed H_∞ performance are required to be achieved when the real system under consideration has different types of uncertainties. Sufficient conditions, which are in terms of a set of solutions of coupled algebraic Riccati inequalities, are proposed to solve the above problem

Keywords

H^∞ control; Markov processes; Riccati equations; discrete time systems; linear systems; stability; state feedback; stochastic systems; uncertain systems; H_∞ control; Markov process; Markovian jumping parameters; algebraic Riccati inequality; discrete-time systems; linear systems; state feedback; stochastic stability; sufficient conditions; uncertain systems; Control systems; Councils; Electrical equipment industry; Linear systems; Optimal control; Robust control; Robust stability; Stochastic systems; Uncertain systems; Uncertainty;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference, 1998. Proceedings of the 1998

Conference_Location

Philadelphia, PA

ISSN

0743-1619

Print_ISBN

0-7803-4530-4

Type

conf

DOI

10.1109/ACC.1998.703503

Filename

703503