H∞ control for Markovian jump nonlinear systems

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作者：
King Fahd Univ of Petroleum and, Minerals, Dhahran, Saudi Arabia [1 ]
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来源：
Proc IEEE Conf Decis Control | / 766-771期
关键词：
Closed loop control systems - Lyapunov methods - Markov processes - Optimal control systems - System stability;
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摘要：
In this paper, the problem of disturbance attenuation with internal stability for nonlinear systems with Markovian jumping parameters is considered. It is shown that this problem is solvable if there exists a set of smooth positive semi-definite functions satisfying certain Hamilton-Jacobi-Isaacs inequalities. Furthermore, it is shown that if this solution exists, it represents a stochastic Lyapunov function for the closed-loop nonlinear system.
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