NDLI: ℋ∞ static output feedback control of discrete-time Markov jump linear systems with uncertain transition probability matrix

Content Provider	IEEE Xplore Digital Library
Author	Morais, C.F. Braga, M.F. Oliveira, R.C.L.F. Peres, P.L.D.
Copyright Year	2014
Description	Author affiliation: Sch. of Electr. & Comput. Eng., Univ. of Campinas-UNICAMP, Campinas, Brazil (Morais, C.F.; Braga, M.F.; Oliveira, R.C.L.F.; Peres, P.L.D.)
Abstract	This paper investigates the problem of $ℋ_{∞}$ static output feedback control design for discrete-time Markov jump linear systems (MJLS), assuming that the transition probability matrix is not precisely known, but affected by different classes of uncertainties: polytopic, bounded or completely unknown elements. All types of uncertainties are modeled through one single representation, expressed in terms of the Cartesian product of simplexes, called multi-simplex. The main novelty of the proposed design procedure is that, differently from previous approaches in the literature, parameter-dependent Lyapunov matrices are used to certify the closed-loop stability with an $ℋ_{∞}$ bound for the discrete-time MJLS. The proposed conditions are based on linear matrix inequality relaxations performed in two steps: the first step generates a parameter-dependent state feedback controller that is employed as an input for the second stage, which synthesizes a robust static output feedback gain assuring an $ℋ_{∞}$ guaranteed cost. The proposed strategy can also cope with $ℋ_{∞}$ state feedback control for discrete-time MJLS. Numerical examples illustrate the advantages of the proposed methodology when compared to other methods from the literature.
Starting Page	489
Ending Page	494
File Size	186645
Page Count	6
File Format	PDF
ISBN	9781479932726
ISSN	07431619
e-ISBN	9781479932740
DOI	10.1109/ACC.2014.6858636
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2014-06-04
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	American Automatic Control Council(AACC)
Subject Keyword	Output feedback State feedback Robustness Uncertainty Polynomials Symmetric matrices Markov processes Robust control LMIs
Content Type	Text
Resource Type	Article
Subject	Electrical and Electronic Engineering

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