Title :
Guaranteed cost control of discrete-time Markovian jumping uncertain systems
Author :
Boukas, El-Kébir ; Shi, Peng
Author_Institution :
Dept. de Genie Mecanique, Ecole Polytech., Montreal, Que., Canada
Abstract :
We first study the problems of robust quadratic mean square stability and stabilization for a class of uncertain discrete-time linear systems with both Markovian jumping parameters and Frobenius norm-bounded parametric uncertainties. Necessary and sufficient conditions for the above problems are proposed, which are in terms of positive definite solutions of a set of coupled algebraic Riccati inequalities. Then, the problem of robust quadratic guaranteed cost control for the underlying systems is investigated. A guaranteed cost control is designed to ensure the cost function is within a certain bound, irrespective of all admissible uncertainties
Keywords :
Markov processes; Riccati equations; discrete time systems; linear quadratic control; linear systems; probability; robust control; stochastic systems; uncertain systems; Markovian jumping parameter systems; algebraic Riccati inequality; discrete-time systems; guaranteed cost control; linear systems; necessary condition; probability; robust control; stability; sufficient condition; uncertain systems; Control systems; Cost function; Councils; Riccati equations; Robust control; Robust stability; State feedback; Stochastic systems; Uncertain systems; Uncertainty;
Conference_Titel :
American Control Conference, 1998. Proceedings of the 1998
Conference_Location :
Philadelphia, PA
Print_ISBN :
0-7803-4530-4
DOI :
10.1109/ACC.1998.703504
