Robust H∞ control for linear Markovian jump systems with unknown nonlinearities
Boukas, El-Kebir and Shi, Peng and Nguang, Sing Kiong (2003) Robust H∞ control for linear Markovian jump systems with unknown nonlinearities. Journal of Mathematical Analysis and Applications, 282 (1). pp. 241-255. ISSN 0022-247XFull text for this resource is not available from the Research Repository.
This paper studies the problem of stochastic stability and disturbance attenuation for a class of linear continuous-time uncertain systems with Markovian jumping parameters. The uncertainties are assumed to be nonlinear and state, control and external disturbance dependent. A sufficient condition is provided to solve the above problem. An H∞ controller is designed such that the resulting closed-loop system is stochastically stable and has a disturbance attenuation γ for all admissible uncertainties. It is shown that the control law is in terms of the solutions of a set of coupled Riccati inequalities. A numerical example is included to demonstrate the potential of the proposed technique.
|Uncontrolled Keywords:||ResPubID19008, H∞ control, Markovian jump parameter, Riccati inequality, stochastic stability, uncertainty|
|Subjects:||Faculty/School/Research Centre/Department > Institute for Logistics and Supply Chain Management (ILSCM)
FOR Classification > 0103 Numerical and Computational Mathematics
|Date Deposited:||15 Apr 2011 00:36|
|Last Modified:||28 Jan 2015 04:21|
|ePrint Statistics:||View download statistics for this item|
|Citations in Scopus:||43 - View on Scopus|
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