Finite-time H2/H∞ control for linear Ito stochastic Markovian jump systems: mode-dependent approach

被引：12
|
作者：
Yan, Zhiguo [1 ]
Song, Yunxia [1 ]
Park, Ju H. [2 ]
机构：
[1] Qilu Univ Technol, Shandong Acad Sci, Sch Elect Engn & Automat, Jinan 250353, Peoples R China
[2] Yeungnam Univ, Dept Elect Engn, 280 Daehak Ro, Gyongsan 38541, South Korea
来源：
IET CONTROL THEORY AND APPLICATIONS | 2020年 / 14卷 / 20期
基金：
中国国家自然科学基金; 新加坡国家研究基金会; 中国博士后科学基金;
关键词：
state feedback; stochastic systems; linear matrix inequalities; linear systems; H-infinity control; optimisation; Ito stochastic Markovian jump systems; mode-dependent approach; MDA; optimisation algorithms; H infinity control problem; GUARANTEED COST CONTROL; H-INFINITY; STABILIZATION; STABILITY;
D O I：
10.1049/iet-cta.2020.0515
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This study focuses on the finite-time (FT) H-2/H-infinity control problem for linear Ito-type stochastic Markovian jump systems (SMJS). According to the characteristics of SMJS, a mode-dependent approach (MDA) is provided. Through MDA, state feedback and observer-based FT H-2/H-infinity controllers are designed. Compared with the mode-independent approach, the advantages of MDA are clearly shown. In the sequel, two new optimisation algorithms for deriving the optimal FT H-2/H-infinity controller are proposed. Finally, a numerical example is utilised to show the merits of the obtained results.
引用
收藏
页码：3557 / 3567
页数：11
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