Guaranteed Cost Control of Discrete-time Markovian Jumping Uncertain Systems
Date
1998
Authors
Shi, P.
Boukas, E.K.
Editors
Advisors
Journal Title
Journal ISSN
Volume Title
Type:
Conference paper
Citation
Proceedings of the ... American Control Conference. American Control Conference, 1998, vol.2, pp.733-737
Statement of Responsibility
Conference Name
Proceedings of the 1998 American Control Conference (ACC) (26 Jun 1998 - 26 Jun 1998
Abstract
In this paper, we first study the problems of robust quadratic mean square stability and stabilization for a class of uncertain discrete-time linear systems with both Markovian jumping parameters and Frobenius norm-bounded parametric uncertainties. Necessary and sufficient conditions for the above problems are proposed, which are in terms of positive definite solutions of a set of coupled algebraic Riccati inequalities. Then, the problem of robust quadratic guaranteed cost control for the underlying systems is investigated. A guaranteed cost control is designed to ensure the cost function is within a certain bound, irrespective of all admissible uncertainties. © 1998 AACC.