Robust H∞ control for linear Markovian jump systems with unknown nonlinearities

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:282

Article

Boukas, EK ; Shi, P ; Nguang, SK

关键词: H-infinity control;    Markovian jump parameter;    Riccati inequality;    stochastic stability;    uncertainty;   

DOI  :  10.1016/S0022-247X(03)00144-6

来源: Elsevier

【 摘 要 】

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-infinity controller is designed such that the resulting closed-loop system is stochastically stable and has a disturbance attenuation gamma 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. (C) 2003 Elsevier Science (USA). All rights reserved.

【 授权许可】

Free