Robust control on saturated Markov jump systems with missing information

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2014

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Shi, P.
Yin, Y.
Liu, F.
Zhang, J.

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Journal article

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Information Sciences, 2014; 265:123-138

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Peng Shi, Yanyan Yin, Fei Liu, Jianhua Zhang

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Abstract

In this paper, a robust <sup>H∞</sup> controller is designed for saturated Markov jump systems with uncertainties and time varying transition probabilities. The time-varying transition probability uncertainty is described as a polytope set. Stochastic stability is analyzed for the underlying systems by Lyapunov function approach and a sufficient condition is derived to design controllers such that the resulting closed-loop system is stochastically stable and a prescribed <sup>H∞</sup> performance is also achieved. Furthermore, the attraction domain of this Markov jump system is estimated and evaluated. A simulation example is given to show the effectiveness of the developed techniques. © 2013 Elsevier Inc. All rights reserved.

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Copyright © 2014 Elsevier Inc. All rights reserved.

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