H∞ control for discrete-time linear systems with Markovian jumping parameters

被引：0

作者：

Boukas, EK ^{[1
]}

Shi, P ^{[1
]}

机构：

[1] Ecole Polytech Montreal, Dept Genie Mecan, Quebec City, PQ H3C 3A7, Canada

来源：

PROCEEDINGS OF THE 36TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5 | 1997年

关键词：

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, we investigate the problem of H-infinity control for a class of linear discrete-time systems with Markovian jumping parameters. The jumping parameters considered here is a discrete-time Markov process. Our attention is focused on the design of linear state feedback controller such that both stochastic stability and a prescribed H, performance are required to be achieved. Furthermore, the robust H, control problem for Markovian jumping systems with parameter uncertainties are also studied. Some sufficient conditions are proposed to solve the above problems, which are in terms of a set of solutions of coupled Algebraic Riccati equations.

引用

页码：4134 / 4139

页数：6

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