𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Stochastic stability and guaranteed cost control of discrete-time uncertain systems with Markovian jumping parameters

✍ Scribed by El-Kébir Boukas; Peng Shi

Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
126 KB
Volume
8
Category
Article
ISSN
1049-8923

No coin nor oath required. For personal study only.

✦ Synopsis

In this paper, we first study the problems of robust quadratic mean-square stability and stabilization for a class of uncertain discrete-time linear systems with both Markovian jumping parameters and Frobenius norm-bounded parametric uncertainities. Necessary and sufficient conditions for the above problems are proposed, which are in terms of positive-definite solutions of a set of coupled algebraic Riccati inequalities. Then, the problem of robust quadratic guaranteed cost control for the underlying systems is investigated. A guaranteed cost control is designed to ensure the cost function is within a certain bound, irrespective of all admissible uncertainities.

📜 SIMILAR VOLUMES

Optimal guaranteed cost control of discr
Optimal guaranteed cost control of discrete-time uncertain linear systems
✍ Ian R. Petersen; Duncan C. McFarlane; Mario A. Rotea 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 100 KB 👁 1 views

This paper considers the problem of constructing a controller which quadratically stabilizes an uncertain system and minimizes a guaranteed cost bound on a quadratic cost function. The solution is obtained via a parameter-dependent linear matrix inequality problem.