Robust H∞ control for linear Markovian jump systems with unknown nonlinearities
Boukas, El-Kébir, 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 0022-247X
Abstract
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.
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Item type | Article |
URI | https://vuir.vu.edu.au/id/eprint/2379 |
DOI | 10.1016/S0022-247X(03)00144-6 |
Official URL | http://dx.doi.org/10.1016/S0022-247X(03)00144-6 |
Subjects | Historical > Faculty/School/Research Centre/Department > Institute for Logistics and Supply Chain Management (ILSCM) Historical > FOR Classification > 0103 Numerical and Computational Mathematics |
Keywords | ResPubID19008, H∞ control, Markovian jump parameter, Riccati inequality, stochastic stability, uncertainty |
Citations in Scopus | 56 - View on Scopus |
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