Guaranteed cost control of a Markov jump linear uncertain system using a time-multiplied cost function. (English) Zbl 1046.93049
Summary: This paper addresses the guaranteed cost control problem of jump linear systems with norm-bounded uncertain parameters. A time-multiplied performance index is considered. The performance is calculated first and an LMI-based algorithm is developed to design a state feedback control law with constant gain matrices which robustly stabilizes the system in the mean-square quadratically stable sense.
MSC:
| 93E20 | Optimal stochastic control |
| 49J55 | Existence of optimal solutions to problems involving randomness |
Keywords:
Guaranteed cost control; time-multiplied performance index; systems with Markovian jumps; uncertain systems; linear matrix inequalitiesReferences:
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