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

Volume

2

fYear

1998

fDate

21-26 Jun 1998

Firstpage

733

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;

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.1998.703504

Filename

703504