Control of singularly perturbed systems with Markovian jump parameters: an H approach
Date
1999
Authors
Dragan, V.
Shi, P.
Boukas, E.K.
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Advisors
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Journal article
Citation
Automatica, 1999; 35(8):1369-1378
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Abstract
In this paper, we study the problem of H<inf>∞</inf> control for singularly perturbed linear continuous-time systems with Markovian jump parameters. The system under consideration is described by a state-space model, consisting of slow and fast dynamics with a continuous-time discrete-state Markov process taking values on a finite set. On the basis of reduced-order technique, our attention is focused on the designing of state feedback control such that both stochastic stability and a prescribed H<inf>∞</inf> performance for the full-order system are achieved. It has been shown that the above problem can be solved if a set of coupled Riccati equations has solution. Furthermore, the asymptotic structure of composite mode-dependent controller is characterized, which shows that the controller is independent of the singular perturbation ε, when ε is sufficiently small.