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Optimal guaranteed cost for singular linear systems with random abrupt changes

✍ Scribed by El-Kébir Boukas

Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
143 KB
Volume
31
Category
Article
ISSN
0143-2087

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✦ Synopsis

Abstract

This paper considers the class of continuous‐time singular linear Markovian jump systems with totally and partially known transition jump rates. The guaranteed cost control problem of this class of systems is tackled. New sufficient conditions for optimal guaranteed cost are developed. A design procedure for the guaranteed cost controller, which guarantees that the closed‐loop dynamics will be piecewise regular, impulse‐free and stochastically stable is proposed. It is shown that the addressed problem can be solved if the corresponding developed linear matrix inequalities (LMIs) with some constraints are feasible. A numerical example is employed to show the usefulness of the proposed results. Copyright © 2009 John Wiley & Sons, Ltd.

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