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

被引：0
|
作者：
Boukas, E
Shi, P [1 ]
机构：
[1] Univ S Australia, Ctr Ind & Applicable Math, Sch Math, Adelaide, SA 5095, Australia
[2] Ecole Polytech, Dept Genie Mecan, Montreal, PQ H3C 3A7, Canada
来源：
INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL | 1998年 / 8卷 / 13期
关键词：
guaranteed cost control; Markovian jumping parameters; parametric uncertainties; Riccati inequality;
D O I：
10.1002/(SICI)1099-1239(1998110)8:13<1155::AID-RNC380>3.0.CO;2-F
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, we first study the problems of robust quadratic mean-square stability and stabilization for a class bf 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. (C) 1998 John Wiley & Sons, Ltd.
引用
收藏
页码：1155 / 1167
页数：13
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