The Mean-Square Stability Probability of H∞ Control of Continuous Markovian Jump Systems

被引:18
|
作者
Zhu, Jiaming [1 ]
Yu, Xinghuo [2 ]
Zhang, Tianping [1 ]
Cao, Zhiqiang [3 ]
Yang, Yuequan [1 ]
Yi, Yang [1 ]
机构
[1] Yangzhou Univ, Dept Automat, Yangzhou, Jiangsu, Peoples R China
[2] RMIT Univ, Melbourne, Vic 3000, Australia
[3] Chinese Acad Sci, Inst Automat, Beijing, Peoples R China
基金
澳大利亚研究理事会; 中国国家自然科学基金;
关键词
Conditional probability; H-infinity control; Markovian jump system; mean-square stability; state observer; SLIDING-MODE CONTROL; ITO STOCHASTIC-SYSTEMS; DEPENDENT TIME-DELAYS; LINEAR-SYSTEMS; EXPONENTIAL STABILITY; DISCRETE-TIME; PARAMETERS; SUBJECT; DESIGN; FEEDBACK;
D O I
10.1109/TAC.2015.2484357
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 technical note, H-infinity control problem of continuous Markovian jump systems is investigated. A linear feedback control scheme, combined with a state observer design, is proposed in the form of linear matrix inequalities, which can ensure the systems' mean-square stability with H-infinity performance. Then, a multistep state transition conditional probability function is introduced for the continuous Markovian process, which is used to define the system's mean-square stability probability. Furthermore, the formulas for calculating the mean-square stability probability are derived for situations where the control force may not be strong enough to ensure the full stability. Simulation results are presented to show the effectiveness of the theoretical results.
引用
收藏
页码:1918 / 1924
页数:7
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