We consider a linear system subject to Markovian jumps, with a time-varying, unknown-but-bounded transition probability matrix. We derive LMI conditions ensuring various second-moment stability properties for the system. The approach is then used to generate mode-dependent state-feedback control law
On the robustness of jump linear quadratic control
โ Scribed by E.-K. Boukas; A. Swierniak; H. Yang
- Publisher
- John Wiley and Sons
- Year
- 1997
- Tongue
- English
- Weight
- 127 KB
- Volume
- 7
- Category
- Article
- ISSN
- 1049-8923
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โฆ Synopsis
This paper deals with the problem of how to render the jump linear quadratic (JLQ) control robust. Mainly, we present sufficient conditions for quadratic stabilization and guaranteed cost control of uncertain jump linear system using state feedback control. The proposed control law contains two components. The first one is a JLQ control law, while the second is a nonlinear bounded term to render the system robust and whose cost is not included in the performance index.
๐ SIMILAR VOLUMES
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