Stochastic H2 Optimal Control of Discrete-Time Markov Jump Systems with Periodic Coefficients

被引：0
|
作者：
Ma, Hongji [1 ,2 ]
Jia, Yingmin [1 ,3 ,4 ]
Du, Junping [5 ]
Yu, Fashan [6 ]
机构：
[1] Beihang Univ BUAA, Div Res 7, Beijing 100191, Peoples R China
[2] Shandong Univ Sci & Technol, Coll Sci, Qingdao 266590, Peoples R China
[3] Beihang Univ BUAA, Div Res 7, Dept Sys & control, Beijing 100191, Peoples R China
[4] Beihang Univ, Key Lab Informat Math & Behav Seman LIMB, SMSS, Beijing 100191, Peoples R China
[5] Beijing Univ Posts & Telecommun, Key Lab Intelligent Telecommun Software & Multi, Sch Comp Sci & Technol, Beijing 100876, Peoples R China
[6] Henan Polytechn Univ, Elect Engn & Automat, Henan 454000, Peoples R China
来源：
2012 AMERICAN CONTROL CONFERENCE (ACC) | 2012年
关键词：
LINEAR-SYSTEMS;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper, the H-2 optimal state-feedback control problem is investigated for discrete-time Markov jump systems subject to periodic coefficients and multiplicative noise. First of all, an exhaustive analysis is pursued to set up an H-2 performance criterion (H-2 norm), which can be characterized by the periodic solutions of two generalized Lyapunov equations. Based on the obtained H-2 norm, the H-2 optimal state-feedback controller is designed in terms of the stabilizing solution of a discrete-time generalized Riccati equation with periodic coefficients. Moreover, this stabilizing solution can be computed efficiently by the available iterative algorithm.
引用
收藏
页码：1640 / 1645
页数：6
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